+78.0%
NAMS vs VT
+73.9%
+4.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -4.1% | -5.7% | -7.3% |
| 7D | -9.0% | -4.2% | -4.8% | -6.5% |
| 30D | -15.2% | -5.8% | -9.4% | -11.9% |
| 3M | -31.1% | -5.2% | -25.9% | -28.7% |
| 6M | -36.7% | +0.1% | -36.8% | -36.4% |
| YTD | -46.2% | +8.2% | -54.4% | -47.9% |
| 1Y | -50.5% | +10.1% | -60.6% | -52.4% |
| 3Y | +83.0% | +69.7% | +13.4% | +55.3% |
| 5Y | +92.2% | +53.4% | +38.8% | +63.8% |
| All | +78.0% | +73.9% | +4.1% | +46.8% |
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 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