+7.5%
NMS vs VT
+221.8%
-214.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.2% | +2.4% | -4.6% | -2.6% |
| 30D | +4.8% | -1.5% | +6.3% | +5.0% |
| 3M | -7.9% | -4.1% | -3.8% | -7.2% |
| 6M | -11.6% | +0.6% | -12.2% | -11.8% |
| YTD | -5.3% | +11.0% | -16.4% | -7.3% |
| 1Y | -7.0% | +13.3% | -20.3% | -9.2% |
| 3Y | +27.9% | +73.4% | -45.5% | +14.3% |
| 5Y | -10.3% | +57.4% | -67.7% | -18.5% |
| All | +7.5% | +221.8% | -214.3% | -29.2% |
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