-90.3%
NMG vs VT
+88.0%
-178.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.7% |
| 7D | -2.1% | +1.0% | -3.1% | -3.5% |
| 30D | 0.0% | -0.2% | +0.2% | +0.5% |
| 3M | -8.6% | +4.5% | -13.2% | -13.4% |
| 6M | -35.5% | +14.1% | -49.6% | -44.9% |
| YTD | -44.4% | +14.8% | -59.1% | -52.4% |
| 1Y | -28.5% | +21.2% | -49.7% | -42.6% |
| 3Y | -53.1% | +76.6% | -129.6% | -77.0% |
| 5Y | -77.6% | +66.6% | -144.2% | -87.0% |
| All | -90.3% | +88.0% | -178.2% | -95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling