+8.4%
NEMD vs VT
+19.7%
-11.4%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +0.3% | -0.1% | +0.5% | +0.3% |
| 30D | +0.7% | -3.1% | +3.8% | +1.7% |
| 3M | -2.4% | -3.5% | +1.1% | -1.3% |
| 6M | -1.8% | +0.5% | -2.3% | -2.2% |
| YTD | +1.6% | +10.8% | -9.1% | -2.5% |
| 1Y | +3.2% | +11.9% | -8.7% | -1.2% |
| All | +8.4% | +19.7% | -11.4% | +0.5% |
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