+47.8%
VMC vs NTR
+45.7%
+2.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -3.8% | -1.3% | -2.5% | -3.6% |
| 30D | -9.7% | +16.8% | -26.5% | -11.5% |
| 3M | -9.6% | +20.7% | -30.4% | -11.9% |
| 6M | -4.8% | +0.5% | -5.4% | -5.2% |
| YTD | -10.9% | +29.2% | -40.1% | -14.8% |
| 1Y | -15.6% | +39.6% | -55.2% | -20.5% |
| 3Y | +19.3% | +37.9% | -18.6% | +11.2% |
| All | +47.8% | +45.7% | +2.1% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling