+6.7%
NI vs VMC
-8.5%
+15.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.8% |
| 7D | +2.0% | -4.3% | +6.3% | +2.6% |
| 30D | -3.5% | -8.2% | +4.7% | -2.5% |
| 3M | -9.1% | -7.0% | -2.1% | -8.2% |
| 6M | -11.8% | -10.8% | -1.1% | -10.4% |
| YTD | +1.1% | -7.4% | +8.5% | +0.9% |
| 1Y | +6.7% | -9.5% | +16.2% | +7.1% |
| All | +6.7% | -8.5% | +15.2% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling