+644.6%
VRT vs NEM
+249.7%
+394.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | +13.6% | +3.9% | +9.8% | +12.3% |
| 30D | +6.8% | +12.7% | -6.0% | +2.6% |
| 3M | -3.2% | +28.7% | -31.9% | -11.2% |
| 6M | +20.3% | +9.8% | +10.6% | +15.5% |
| YTD | +79.6% | +28.1% | +51.5% | +66.4% |
| 1Y | +139.0% | +69.3% | +69.7% | +107.3% |
| 3Y | +644.6% | +247.7% | +396.9% | +468.3% |
| All | +644.6% | +249.7% | +394.9% | +468.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling