-87.0%
NMAD vs VT
+57.0%
-144.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -36.5% | -0.3% | -36.2% | -36.2% |
| 7D | -34.7% | +2.4% | -37.1% | -35.9% |
| 30D | -40.5% | -1.5% | -39.0% | -39.7% |
| 3M | -42.0% | -4.1% | -37.9% | -39.8% |
| 6M | -53.0% | +0.6% | -53.6% | -53.2% |
| YTD | -40.2% | +11.0% | -51.2% | -44.9% |
| 1Y | -45.3% | +13.3% | -58.7% | -50.5% |
| 3Y | -16.7% | +73.4% | -90.1% | -47.9% |
| All | -87.0% | +57.0% | -144.0% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling