-7.2%
NMRK vs VT
+155.8%
-163.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -2.3% |
| 7D | -8.8% | -0.7% | -8.1% | -8.0% |
| 30D | -4.0% | -1.7% | -2.3% | -1.5% |
| 3M | -23.4% | -2.3% | -21.1% | -20.7% |
| 6M | -31.3% | +1.5% | -32.8% | -33.7% |
| YTD | -34.4% | +12.0% | -46.4% | -46.4% |
| 1Y | -34.8% | +12.9% | -47.6% | -47.3% |
| 3Y | +70.6% | +74.9% | -4.3% | -33.4% |
| 5Y | -26.1% | +59.9% | -86.0% | -65.2% |
| All | -7.2% | +155.8% | -163.1% | -75.9% |
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