-97.3%
NMRA vs VT
+68.9%
-166.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.3% |
| 7D | -18.2% | -0.1% | -18.1% | -17.7% |
| 30D | -1.9% | -3.1% | +1.2% | +2.7% |
| 3M | -71.2% | -3.5% | -67.7% | -69.7% |
| 6M | -74.5% | +0.5% | -74.9% | -75.3% |
| YTD | -73.9% | +10.8% | -84.7% | -78.1% |
| 1Y | -83.4% | +11.9% | -95.3% | -86.3% |
| 3Y | -96.0% | +73.0% | -168.9% | -98.0% |
| All | -97.3% | +68.9% | -166.2% | -98.6% |
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