+66.5%
NMAD vs VT
+75.0%
-8.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | 0.0% | +10.1% | +10.1% |
| 7D | -6.5% | +0.4% | -6.9% | -6.8% |
| 30D | +3.6% | +1.0% | +2.6% | +2.8% |
| 3M | -42.4% | +2.4% | -44.8% | -43.5% |
| 6M | +43.4% | +12.0% | +31.4% | +32.4% |
| YTD | +2.5% | +15.3% | -12.8% | -7.1% |
| 1Y | -9.8% | +22.6% | -32.4% | -21.8% |
| All | +66.5% | +75.0% | -8.4% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling