+138.0%
NMR vs VT
+57.0%
+81.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.8% |
| 7D | +3.0% | +2.4% | +0.6% | +0.6% |
| 30D | +4.8% | -1.5% | +6.3% | +6.3% |
| 3M | -3.0% | -4.1% | +1.1% | +1.2% |
| 6M | +19.9% | +0.6% | +19.3% | +19.1% |
| YTD | +15.6% | +11.0% | +4.6% | +4.3% |
| 1Y | +32.5% | +13.3% | +19.2% | +17.2% |
| 3Y | +161.0% | +73.4% | +87.6% | +63.1% |
| All | +138.0% | +57.0% | +81.0% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling