-92.3%
NMRA vs VT
+75.9%
-168.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -2.9% | -2.9% |
| 7D | -5.8% | +0.4% | -6.2% | -6.3% |
| 30D | -18.6% | +1.0% | -19.6% | -19.7% |
| 3M | -25.1% | +2.4% | -27.5% | -29.2% |
| 6M | -57.0% | +12.0% | -69.1% | -64.4% |
| YTD | -26.8% | +15.3% | -42.2% | -42.0% |
| 1Y | -19.6% | +22.6% | -42.2% | -41.7% |
| All | -92.3% | +75.9% | -168.1% | -96.4% |
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