+213.4%
NEM price history and return analytics
+356.5%
-143.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -6.4% | +2.4% | -8.8% | -7.7% |
| 30D | +1.4% | -1.5% | +2.9% | +2.4% |
| 3M | -0.7% | -4.1% | +3.4% | +2.1% |
| 6M | -4.5% | +0.6% | -5.0% | -4.1% |
| YTD | +14.0% | +11.0% | +3.0% | +8.4% |
| 1Y | +27.3% | +13.3% | +13.9% | +19.7% |
| 3Y | +250.5% | +73.4% | +177.1% | +157.8% |
| 5Y | +121.1% | +57.4% | +63.6% | +69.9% |
| 10Y | +358.3% | +221.7% | +136.6% | +121.5% |
| All | +213.4% | +356.5% | -143.1% | -11.7% |
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