+105.5%
V vs NEM
+155.5%
-50.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.3% |
| 7D | -0.8% | +14.7% | -15.5% | -1.6% |
| 30D | +9.5% | +6.2% | +3.3% | +9.1% |
| 3M | +16.7% | +11.0% | +5.7% | +15.8% |
| 6M | +32.9% | +7.9% | +25.0% | +32.1% |
| YTD | +21.1% | +26.2% | -5.1% | +18.5% |
| 1Y | +26.6% | +51.5% | -24.9% | +22.1% |
| 3Y | +78.4% | +290.6% | -212.2% | +56.1% |
| 5Y | +105.5% | +153.1% | -47.6% | +83.7% |
| All | +105.5% | +155.5% | -50.0% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling