+104.5%
VMC vs NTR
+103.7%
+0.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -5.3% | +0.5% | -5.9% | -5.5% |
| 30D | -12.3% | +21.7% | -34.0% | -17.5% |
| 3M | -10.3% | +22.8% | -33.0% | -16.2% |
| 6M | -8.6% | +8.2% | -16.8% | -12.0% |
| YTD | -11.9% | +32.9% | -44.8% | -21.3% |
| 1Y | -13.9% | +45.3% | -59.2% | -25.8% |
| 3Y | +18.2% | +41.7% | -23.5% | +0.3% |
| 5Y | +47.7% | +49.8% | -2.1% | +7.4% |
| All | +104.5% | +103.7% | +0.8% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling