+140.2%
NI vs VMC
+156.6%
-16.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | 0.0% | -3.8% | +3.8% | +0.9% |
| 30D | -1.4% | -9.7% | +8.3% | +0.8% |
| 3M | -10.6% | -9.6% | -1.0% | -8.8% |
| 6M | -9.3% | -4.8% | -4.5% | -8.8% |
| YTD | +1.1% | -10.9% | +12.0% | +2.9% |
| 1Y | +3.4% | -15.6% | +19.0% | +6.4% |
| 3Y | +67.9% | +19.3% | +48.6% | +57.7% |
| 5Y | +98.0% | +48.0% | +49.9% | +74.3% |
| All | +140.2% | +156.6% | -16.4% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling