-93.9%
NMG vs VT
+82.3%
-176.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | -0.1% |
| 7D | -5.0% | +0.4% | -5.4% | -5.3% |
| 30D | -17.6% | -2.6% | -15.0% | -14.2% |
| 3M | -37.3% | -3.2% | -34.1% | -34.0% |
| 6M | -57.6% | +0.9% | -58.5% | -57.5% |
| YTD | -65.1% | +11.3% | -76.4% | -68.8% |
| 1Y | -66.6% | +14.0% | -80.6% | -70.9% |
| 3Y | -69.6% | +75.8% | -145.5% | -84.9% |
| 5Y | -90.1% | +57.8% | -147.9% | -93.6% |
| All | -93.9% | +82.3% | -176.2% | -97.1% |
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