+30.7%
NMS price history and return analytics
+243.2%
-212.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +7.9% | -1.7% | +9.7% | +8.2% |
| 3M | -6.2% | -2.3% | -3.9% | -5.8% |
| 6M | -11.9% | +1.5% | -13.4% | -12.1% |
| YTD | -4.1% | +12.0% | -16.1% | -6.0% |
| 1Y | -5.5% | +12.9% | -18.4% | -7.5% |
| 3Y | +29.0% | +74.9% | -45.9% | +16.8% |
| 5Y | -8.2% | +59.9% | -68.2% | -16.0% |
| 10Y | +6.5% | +224.6% | -218.1% | -14.7% |
| All | +30.7% | +243.2% | -212.5% | +5.9% |
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