+88.2%
NAMS vs VT
+78.9%
+9.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | +5.7% | +2.9% | +2.8% | +4.0% |
| 30D | -1.1% | -2.5% | +1.4% | +0.7% |
| 3M | -28.2% | -3.3% | -24.9% | -26.6% |
| 6M | -48.7% | +1.5% | -50.2% | -48.8% |
| YTD | -43.1% | +11.4% | -54.4% | -45.8% |
| 1Y | -47.9% | +11.9% | -59.8% | -50.5% |
| 3Y | +99.9% | +73.9% | +26.0% | +66.9% |
| 5Y | +103.4% | +57.9% | +45.5% | +70.6% |
| All | +88.2% | +78.9% | +9.3% | +52.7% |
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 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