-92.6%
NMRA vs VT
+75.0%
-167.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -3.9% |
| 7D | -6.0% | +1.0% | -7.0% | -7.3% |
| 30D | -23.3% | -0.2% | -23.1% | -23.1% |
| 3M | -22.8% | +4.5% | -27.4% | -29.5% |
| 6M | -58.6% | +14.1% | -72.7% | -66.7% |
| YTD | -30.2% | +14.8% | -44.9% | -44.3% |
| 1Y | -24.7% | +21.2% | -45.9% | -44.5% |
| All | -92.6% | +75.0% | -167.6% | -96.5% |
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