+141.5%
NAMS vs VT
+84.3%
+57.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.2% |
| 7D | +2.8% | +1.0% | +1.8% | +2.3% |
| 30D | -8.3% | -0.2% | -8.1% | -8.2% |
| 3M | -17.2% | +4.5% | -21.7% | -19.2% |
| 6M | -14.2% | +14.1% | -28.2% | -19.8% |
| YTD | -26.9% | +14.8% | -41.7% | -31.9% |
| 1Y | +2.2% | +21.2% | -19.0% | -7.1% |
| 3Y | +160.2% | +76.6% | +83.6% | +112.3% |
| 5Y | +156.8% | +66.6% | +90.2% | +110.5% |
| All | +141.5% | +84.3% | +57.2% | +91.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling