-77.6%
NMAD vs VT
+374.2%
-451.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 3M | -42.4% | +2.4% | -44.8% | -43.2% |
| 6M | +43.4% | +12.0% | +31.4% | +34.3% |
| YTD | +2.5% | +15.3% | -12.8% | -5.5% |
| 1Y | -9.8% | +22.6% | -32.4% | -19.9% |
| 3Y | +60.6% | +74.7% | -14.1% | +16.3% |
| 5Y | -83.4% | +66.1% | -149.6% | -87.6% |
| 10Y | -73.1% | +225.0% | -298.1% | -87.2% |
| All | -77.6% | +374.2% | -451.8% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling