-98.9%
NMTC vs VT
+146.3%
-245.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.4% |
| 7D | -15.6% | -0.7% | -14.9% | -15.0% |
| 30D | -25.4% | -1.7% | -23.6% | -24.3% |
| 3M | -49.9% | -2.3% | -47.6% | -48.9% |
| 6M | -81.5% | +1.5% | -83.0% | -81.6% |
| YTD | -82.4% | +12.0% | -94.4% | -83.8% |
| 1Y | -81.7% | +12.9% | -94.6% | -83.3% |
| 3Y | -89.9% | +74.9% | -164.8% | -92.9% |
| 5Y | -95.0% | +59.9% | -154.9% | -96.3% |
| All | -98.9% | +146.3% | -245.1% | -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