-74.3%
NMAD vs VT
+221.4%
-295.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | -5.9% | +1.0% | -6.9% | -6.3% |
| 30D | +7.2% | -0.2% | +7.5% | +7.3% |
| 3M | -42.0% | +4.5% | -46.5% | -43.1% |
| 6M | +58.2% | +14.1% | +44.1% | +49.5% |
| YTD | -1.8% | +14.8% | -16.5% | -7.3% |
| 1Y | -10.9% | +21.2% | -32.0% | -17.8% |
| 3Y | +72.3% | +76.6% | -4.2% | +36.9% |
| 5Y | -83.3% | +66.6% | -149.9% | -86.7% |
| 10Y | -74.3% | +222.3% | -296.5% | -78.5% |
| All | -74.3% | +221.4% | -295.7% | -78.5% |
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