-53.8%
NMAD vs VT
+215.5%
-269.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +3.0% |
| 7D | +1.1% | -2.3% | +3.4% | +2.2% |
| 30D | -15.3% | -5.0% | -10.3% | -13.3% |
| 3M | -9.5% | -4.9% | -4.7% | -7.4% |
| 6M | -18.2% | -1.5% | -16.6% | -17.5% |
| YTD | -8.4% | +8.5% | -16.9% | -11.2% |
| 1Y | -16.1% | +11.4% | -27.5% | -19.4% |
| 3Y | +9.1% | +70.1% | -61.0% | -11.3% |
| 5Y | -82.3% | +53.7% | -136.0% | -85.4% |
| All | -53.8% | +215.5% | -269.4% | -57.3% |
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