+75.0%
VTI vs NEM
+155.2%
-80.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -0.9% | -1.0% | +0.1% | -0.8% |
| 30D | -1.4% | +7.8% | -9.3% | -2.4% |
| 3M | +3.6% | +30.2% | -26.6% | +0.1% |
| 6M | +13.6% | +9.6% | +4.0% | +11.6% |
| YTD | +12.9% | +27.8% | -14.9% | +8.6% |
| 1Y | +17.2% | +60.7% | -43.5% | +9.3% |
| 3Y | +75.7% | +245.3% | -169.6% | +47.0% |
| All | +75.0% | +155.2% | -80.1% | +51.5% |
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 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