-97.4%
NAMM vs VT
+24.1%
-121.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -3.4% |
| 7D | +3.9% | -2.3% | +6.2% | +9.9% |
| 30D | -27.2% | -5.0% | -22.2% | -17.1% |
| 3M | -41.5% | -4.9% | -36.7% | -33.5% |
| 6M | -56.2% | -1.5% | -54.7% | -55.0% |
| YTD | -20.7% | +8.5% | -29.2% | -34.2% |
| 1Y | -48.7% | +11.4% | -60.0% | -58.2% |
| All | -97.4% | +24.1% | -121.5% | -97.8% |
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