+47.9%
NML vs VT
+316.0%
-268.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.0% | +0.4% | +0.6% | +0.5% |
| 30D | +6.7% | +1.0% | +5.7% | +5.4% |
| 3M | +7.1% | +2.4% | +4.7% | +3.4% |
| 6M | +8.7% | +12.0% | -3.3% | -6.5% |
| YTD | +31.6% | +15.3% | +16.3% | +9.1% |
| 1Y | +33.3% | +22.6% | +10.7% | +2.4% |
| 3Y | +91.6% | +74.7% | +16.9% | -6.2% |
| 5Y | +218.3% | +66.1% | +152.1% | +64.6% |
| 10Y | +149.1% | +225.0% | -75.9% | -41.5% |
| All | +47.9% | +316.0% | -268.1% | -70.9% |
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