-78.6%
NMAD price history and return analytics
+371.8%
-450.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.9% |
| 7D | -5.9% | +1.0% | -6.9% | -6.4% |
| 30D | +7.2% | -0.2% | +7.5% | +7.4% |
| 3M | -42.0% | +4.5% | -46.5% | -43.4% |
| 6M | +58.2% | +14.1% | +44.1% | +46.5% |
| YTD | -1.8% | +14.8% | -16.5% | -9.2% |
| 1Y | -10.9% | +21.2% | -32.0% | -20.3% |
| 3Y | +72.3% | +76.6% | -4.2% | +24.0% |
| 5Y | -83.3% | +66.6% | -149.9% | -87.6% |
| 10Y | -74.3% | +222.3% | -296.5% | -87.7% |
| All | -78.6% | +371.8% | -450.4% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling