+29.7%
NMS vs VT
+231.5%
-201.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.7% |
| 7D | +0.3% | -4.2% | +4.5% | +1.0% |
| 30D | +8.0% | -5.8% | +13.8% | +9.0% |
| 3M | -6.4% | -5.2% | -1.1% | -5.6% |
| 6M | -10.7% | +0.1% | -10.8% | -10.7% |
| YTD | -4.8% | +8.2% | -13.1% | -6.1% |
| 1Y | -5.6% | +10.1% | -15.7% | -7.2% |
| 3Y | +28.7% | +69.7% | -41.0% | +17.1% |
| 5Y | -8.6% | +53.4% | -62.0% | -15.8% |
| 10Y | +5.8% | +219.2% | -213.4% | -14.9% |
| All | +29.7% | +231.5% | -201.8% | +5.7% |
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