+2,397.0%
VRT vs NEM
+339.3%
+2,057.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -5.2% |
| 7D | -7.7% | -3.3% | -4.4% | -7.1% |
| 30D | -12.0% | +7.8% | -19.8% | -13.5% |
| 3M | -11.7% | +36.3% | -47.9% | -17.8% |
| 6M | -8.1% | +6.6% | -14.6% | -10.1% |
| YTD | +53.2% | +27.1% | +26.1% | +45.3% |
| 1Y | +81.7% | +62.3% | +19.3% | +64.8% |
| 3Y | +535.3% | +245.1% | +290.2% | +404.0% |
| 5Y | +916.4% | +154.0% | +762.4% | +721.0% |
| All | +2,397.0% | +339.3% | +2,057.7% | +1,827.5% |
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