-13.7%
NMAX vs VT
+13.0%
-26.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.6% | +3.3% | +2.3% |
| 7D | -2.8% | +0.4% | -3.1% | -2.9% |
| 30D | -24.9% | -2.6% | -22.3% | -21.9% |
| 3M | -13.4% | -3.2% | -10.1% | -9.4% |
| 6M | +22.6% | +0.9% | +21.6% | +21.3% |
| YTD | +0.5% | +11.3% | -10.8% | -13.7% |
| All | -13.7% | +13.0% | -26.7% | -27.1% |
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 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