-21.6%
NMRK vs VT
+57.4%
-79.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -2.5% |
| 7D | +0.2% | +0.4% | -0.1% | -0.4% |
| 30D | -0.4% | -2.6% | +2.2% | +3.3% |
| 3M | -18.2% | -3.2% | -14.9% | -14.3% |
| 6M | -27.3% | +0.9% | -28.2% | -29.0% |
| YTD | -29.7% | +11.3% | -41.0% | -41.0% |
| 1Y | -29.8% | +14.0% | -43.8% | -43.2% |
| 3Y | +82.7% | +75.8% | +6.9% | -23.5% |
| 5Y | -21.6% | +57.8% | -79.4% | -58.5% |
| All | -21.6% | +57.4% | -79.0% | -58.5% |
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