-98.8%
NMTC vs VT
+144.6%
-243.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -1.2% |
| 7D | -5.3% | +0.4% | -5.7% | -5.5% |
| 30D | -21.0% | -2.6% | -18.4% | -19.4% |
| 3M | -45.7% | -3.2% | -42.5% | -44.3% |
| 6M | -81.4% | +0.9% | -82.4% | -81.5% |
| YTD | -80.5% | +11.3% | -91.8% | -82.0% |
| 1Y | -78.7% | +14.0% | -92.7% | -80.7% |
| 3Y | -88.2% | +75.8% | -164.0% | -91.8% |
| 5Y | -94.6% | +57.8% | -152.5% | -96.0% |
| All | -98.8% | +144.6% | -243.4% | -99.3% |
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