-0.7%
NMRK vs VT
+154.1%
-154.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -2.9% |
| 7D | +0.2% | +0.4% | -0.1% | -0.5% |
| 30D | -0.4% | -2.6% | +2.2% | +3.6% |
| 3M | -18.2% | -3.2% | -14.9% | -13.9% |
| 6M | -27.3% | +0.9% | -28.2% | -29.2% |
| YTD | -29.7% | +11.3% | -41.0% | -42.0% |
| 1Y | -29.8% | +14.0% | -43.8% | -44.3% |
| 3Y | +82.7% | +75.8% | +6.9% | -29.3% |
| 5Y | -21.6% | +57.8% | -79.4% | -62.2% |
| All | -0.7% | +154.1% | -154.8% | -73.9% |
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 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