+98.5%
NMT vs VT
+346.0%
-247.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +1.0% | -2.3% | +3.3% | +1.3% |
| 30D | +1.2% | -5.0% | +6.2% | +1.9% |
| 3M | -17.4% | -4.9% | -12.5% | -16.8% |
| 6M | -18.7% | -1.5% | -17.2% | -18.6% |
| YTD | -5.0% | +8.5% | -13.5% | -6.2% |
| 1Y | -5.0% | +11.4% | -16.4% | -6.6% |
| 3Y | +28.2% | +70.1% | -41.8% | +18.4% |
| 5Y | -14.4% | +53.7% | -68.2% | -20.2% |
| 10Y | +15.2% | +220.0% | -204.8% | -3.5% |
| All | +98.5% | +346.0% | -247.5% | +54.9% |
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