+7.6%
NMS vs VT
+215.5%
-207.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +2.1% | -2.3% | +4.4% | +2.5% |
| 30D | +10.9% | -5.0% | +15.8% | +11.9% |
| 3M | -4.9% | -4.9% | 0.0% | -4.0% |
| 6M | -10.1% | -1.5% | -8.5% | -9.9% |
| YTD | -3.2% | +8.5% | -11.7% | -4.8% |
| 1Y | -4.4% | +11.4% | -15.8% | -6.4% |
| 3Y | +31.4% | +70.1% | -38.6% | +17.9% |
| 5Y | -7.1% | +53.7% | -60.8% | -15.2% |
| All | +7.6% | +215.5% | -207.9% | -30.0% |
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