+384.8%
V vs NEM
+299.2%
+85.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -2.9% | +3.1% | -6.0% | -3.2% |
| 30D | +1.9% | +10.0% | -8.1% | +1.0% |
| 3M | +13.2% | +30.9% | -17.7% | +10.4% |
| 6M | +16.7% | +10.5% | +6.2% | +15.2% |
| YTD | +5.4% | +29.7% | -24.4% | +2.0% |
| 1Y | +7.7% | +71.1% | -63.5% | +0.8% |
| 3Y | +52.0% | +252.1% | -200.1% | +29.6% |
| 5Y | +67.7% | +157.7% | -90.0% | +45.8% |
| 10Y | +384.8% | +319.4% | +65.4% | +307.5% |
| All | +384.8% | +299.2% | +85.5% | +307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling