+31.9%
NMS price history and return analytics
+232.3%
-200.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +2.1% | -2.3% | +4.4% | +2.5% |
| 30D | +10.9% | -5.0% | +15.8% | +11.8% |
| 3M | -4.9% | -4.9% | 0.0% | -4.1% |
| 6M | -10.1% | -1.5% | -8.5% | -9.9% |
| YTD | -3.2% | +8.5% | -11.7% | -4.6% |
| 1Y | -4.4% | +11.4% | -15.8% | -6.2% |
| 3Y | +31.4% | +70.1% | -38.6% | +19.5% |
| 5Y | -7.1% | +53.7% | -60.8% | -14.4% |
| 10Y | +7.6% | +220.0% | -212.4% | -13.4% |
| All | +31.9% | +232.3% | -200.4% | +7.5% |
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