+300.2%
NEM price history and return analytics
+226.9%
+73.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -3.3% | -2.0% | -1.3% | -2.1% |
| 30D | +7.8% | -1.4% | +9.3% | +8.9% |
| 3M | +36.3% | +4.7% | +31.5% | +33.0% |
| 6M | +6.6% | +11.4% | -4.8% | +1.1% |
| YTD | +27.1% | +13.1% | +14.1% | +20.0% |
| 1Y | +62.3% | +19.0% | +43.3% | +49.4% |
| 3Y | +245.1% | +73.9% | +171.1% | +163.7% |
| 5Y | +154.0% | +65.4% | +88.6% | +95.3% |
| All | +300.2% | +226.9% | +73.3% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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