+23.5%
NMM vs VT
+363.9%
-340.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -3.3% |
| 7D | -3.9% | -0.3% | -3.6% | -3.7% |
| 30D | -7.6% | -1.4% | -6.2% | -6.4% |
| 3M | +9.4% | -1.4% | +10.8% | +10.7% |
| 6M | +20.4% | +5.5% | +15.0% | +13.3% |
| YTD | +63.5% | +12.8% | +50.7% | +44.0% |
| 1Y | +78.6% | +15.4% | +63.1% | +53.7% |
| 3Y | +281.3% | +76.9% | +204.5% | +115.5% |
| 5Y | +196.3% | +60.4% | +135.8% | +84.4% |
| 10Y | +504.9% | +232.8% | +272.1% | +100.9% |
| All | +23.5% | +363.9% | -340.4% | -68.0% |
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