+139.4%
NAMS vs VT
+85.3%
+54.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -1.9% | +0.4% | -2.4% | -2.2% |
| 30D | -7.4% | +1.0% | -8.3% | -7.8% |
| 3M | -22.3% | +2.4% | -24.6% | -23.2% |
| 6M | -18.5% | +12.0% | -30.5% | -23.3% |
| YTD | -27.6% | +15.3% | -42.9% | -32.7% |
| 1Y | -1.0% | +22.6% | -23.6% | -10.4% |
| 3Y | +143.5% | +74.7% | +68.9% | +98.2% |
| 5Y | +154.0% | +66.1% | +87.9% | +107.9% |
| All | +139.4% | +85.3% | +54.1% | +89.7% |
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