+28.5%
NMS vs VT
+253.3%
-224.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | -7.3% | +1.0% | -8.2% | -7.4% |
| 3M | -12.4% | +2.4% | -14.8% | -12.8% |
| 6M | -9.7% | +12.0% | -21.7% | -11.4% |
| YTD | -5.7% | +15.3% | -21.0% | -8.0% |
| 1Y | -0.2% | +22.6% | -22.7% | -3.5% |
| 3Y | +21.1% | +74.7% | -53.5% | +9.7% |
| 5Y | -11.7% | +66.1% | -77.8% | -19.7% |
| 10Y | +1.6% | +225.0% | -223.4% | -18.9% |
| All | +28.5% | +253.3% | -224.8% | +3.7% |
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