+212.0%
NEM price history and return analytics
+357.8%
-145.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.5% |
| 7D | -5.9% | +2.9% | -8.8% | -7.5% |
| 30D | -2.6% | -2.5% | 0.0% | -0.9% |
| 3M | -4.2% | -3.3% | -0.9% | -2.0% |
| 6M | -5.5% | +1.5% | -7.0% | -5.7% |
| YTD | +13.5% | +11.4% | +2.2% | +7.8% |
| 1Y | +22.2% | +11.9% | +10.3% | +15.8% |
| 3Y | +249.0% | +73.9% | +175.1% | +156.2% |
| 5Y | +120.1% | +57.9% | +62.2% | +68.9% |
| 10Y | +356.3% | +222.6% | +133.6% | +120.2% |
| All | +212.0% | +357.8% | -145.8% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling