-12.1%
NMRK vs VT
+153.5%
-165.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.2% |
| 7D | -10.3% | +2.4% | -12.7% | -13.7% |
| 30D | -7.8% | -1.5% | -6.3% | -5.7% |
| 3M | -29.9% | -4.1% | -25.8% | -25.1% |
| 6M | -32.1% | +0.6% | -32.6% | -33.4% |
| YTD | -37.8% | +11.0% | -48.8% | -48.4% |
| 1Y | -34.6% | +13.3% | -48.0% | -47.6% |
| 3Y | +62.1% | +73.4% | -11.3% | -35.7% |
| 5Y | -32.9% | +57.4% | -90.3% | -67.6% |
| All | -12.1% | +153.5% | -165.6% | -76.8% |
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