-94.1%
NMG vs VT
+77.7%
-171.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.6% | +3.5% |
| 7D | -10.1% | -2.3% | -7.8% | -7.0% |
| 30D | -22.6% | -5.0% | -17.6% | -16.7% |
| 3M | -36.7% | -4.9% | -31.8% | -31.7% |
| 6M | -61.1% | -1.5% | -59.6% | -59.7% |
| YTD | -66.3% | +8.5% | -74.8% | -68.7% |
| 1Y | -68.0% | +11.4% | -79.3% | -71.2% |
| 3Y | -70.1% | +70.1% | -140.2% | -84.5% |
| 5Y | -90.5% | +53.7% | -144.2% | -93.6% |
| All | -94.1% | +77.7% | -171.8% | -97.0% |
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