+1,855.0%
VRT vs NEM
+317.8%
+1,537.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.0% | -2.2% |
| 7D | -17.7% | +11.6% | -29.3% | -19.9% |
| 30D | -20.0% | +1.8% | -21.8% | -20.5% |
| 3M | -28.1% | +2.5% | -30.6% | -28.8% |
| 6M | -42.8% | +3.4% | -46.3% | -43.7% |
| YTD | +20.0% | +20.9% | -1.0% | +14.8% |
| 1Y | +3.5% | +37.2% | -33.7% | -3.2% |
| 3Y | +366.1% | +271.6% | +94.5% | +266.9% |
| 5Y | +632.2% | +136.6% | +495.5% | +498.9% |
| All | +1,855.0% | +317.8% | +1,537.2% | +1,421.9% |
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