+437.5%
NMM vs VT
+224.5%
+213.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.7% | +0.4% | +5.3% | +5.2% |
| 30D | +17.7% | +1.0% | +16.8% | +16.5% |
| 3M | +29.2% | +2.4% | +26.8% | +25.1% |
| 6M | +29.1% | +12.0% | +17.1% | +12.7% |
| YTD | +76.1% | +15.3% | +60.7% | +48.3% |
| 1Y | +92.6% | +22.6% | +70.0% | +50.8% |
| 3Y | +316.7% | +74.7% | +242.0% | +114.3% |
| 5Y | +201.3% | +66.1% | +135.1% | +65.5% |
| All | +437.5% | +224.5% | +213.1% | +46.9% |
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 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