+948.7%
VTI vs NEM
+762.4%
+186.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -0.4% | +3.1% | -3.4% | -0.7% |
| 30D | -1.6% | +10.0% | -11.6% | -2.8% |
| 3M | +3.6% | +30.9% | -27.3% | 0.0% |
| 6M | +13.0% | +10.5% | +2.5% | +11.0% |
| YTD | +12.7% | +29.7% | -17.0% | +8.3% |
| 1Y | +18.4% | +71.1% | -52.8% | +9.6% |
| 3Y | +76.4% | +252.1% | -175.7% | +47.8% |
| 5Y | +73.7% | +157.7% | -84.0% | +49.1% |
| 10Y | +302.5% | +319.4% | -16.8% | +218.9% |
| All | +948.7% | +762.4% | +186.3% | +704.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling