-92.9%
NMRA vs VT
+73.9%
-166.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.1% |
| 7D | -13.0% | -0.1% | -12.9% | -12.9% |
| 30D | -25.9% | -0.7% | -25.3% | -25.2% |
| 3M | -27.3% | +4.0% | -31.3% | -33.1% |
| 6M | -62.7% | +12.3% | -75.0% | -69.3% |
| YTD | -33.0% | +14.0% | -47.0% | -46.0% |
| 1Y | -28.1% | +20.3% | -48.4% | -46.4% |
| All | -92.9% | +73.9% | -166.8% | -96.6% |
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