-97.8%
NMTC vs VT
+150.7%
-248.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.9% |
| 7D | -3.7% | -1.1% | -2.6% | -3.0% |
| 30D | +2.6% | -1.0% | +3.6% | +3.5% |
| 3M | -51.9% | +3.2% | -55.0% | -52.9% |
| 6M | -67.1% | +12.5% | -79.6% | -69.8% |
| YTD | -65.7% | +14.1% | -79.8% | -68.9% |
| 1Y | -70.9% | +18.9% | -89.8% | -74.3% |
| 3Y | -73.1% | +74.1% | -147.2% | -81.2% |
| 5Y | -94.3% | +66.9% | -161.2% | -95.9% |
| All | -97.8% | +150.7% | -248.5% | -98.7% |
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 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