+95.3%
NAMS vs VT
+80.0%
+15.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.1% | +6.9% | +7.4% |
| 7D | -1.0% | -0.7% | -0.3% | -0.4% |
| 30D | -2.5% | -1.7% | -0.7% | -1.2% |
| 3M | -25.0% | -2.3% | -22.7% | -23.7% |
| 6M | -47.7% | +1.5% | -49.2% | -47.9% |
| YTD | -40.9% | +12.0% | -53.0% | -44.0% |
| 1Y | -48.1% | +12.9% | -60.9% | -50.9% |
| 3Y | +107.4% | +74.9% | +32.5% | +72.5% |
| 5Y | +111.0% | +59.9% | +51.1% | +76.1% |
| All | +95.3% | +80.0% | +15.3% | +57.8% |
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