+33.0%
NMM vs VT
+374.2%
-341.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.7% | +0.4% | +5.3% | +5.3% |
| 30D | +17.7% | +1.0% | +16.8% | +16.6% |
| 3M | +29.2% | +2.4% | +26.8% | +25.7% |
| 6M | +29.1% | +12.0% | +17.1% | +14.9% |
| YTD | +76.1% | +15.3% | +60.7% | +52.1% |
| 1Y | +92.6% | +22.6% | +70.0% | +56.4% |
| 3Y | +316.7% | +74.7% | +242.0% | +138.7% |
| 5Y | +201.3% | +66.1% | +135.1% | +81.9% |
| 10Y | +445.2% | +225.0% | +220.2% | +85.1% |
| All | +33.0% | +374.2% | -341.2% | -66.2% |
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