-16.1%
NMAD vs VT
+10.5%
-26.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +2.9% |
| 7D | +1.1% | -2.3% | +3.4% | +3.6% |
| 30D | -15.3% | -5.0% | -10.3% | -10.6% |
| 3M | -9.5% | -4.9% | -4.7% | -4.5% |
| 6M | -18.2% | -1.5% | -16.6% | -16.9% |
| YTD | -8.4% | +8.5% | -16.9% | -13.1% |
| 1Y | -16.1% | +11.4% | -27.5% | -23.3% |
| All | -16.1% | +10.5% | -26.6% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling