-90.1%
NMG vs VT
+88.9%
-179.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | -2.8% | +0.4% | -3.2% | -3.4% |
| 30D | +2.9% | +1.0% | +2.0% | +1.9% |
| 3M | -20.0% | +2.4% | -22.4% | -21.8% |
| 6M | -37.5% | +12.0% | -49.5% | -45.3% |
| YTD | -43.5% | +15.3% | -58.9% | -52.1% |
| 1Y | -27.1% | +22.6% | -49.7% | -42.3% |
| 3Y | -53.2% | +74.7% | -127.8% | -76.7% |
| 5Y | -77.9% | +66.1% | -144.1% | -87.0% |
| All | -90.1% | +88.9% | -179.0% | -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 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