+193.4%
NI vs VMC
+125.2%
+68.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +4.3% | -1.3% | +5.6% | +4.6% |
| 30D | +12.4% | +15.5% | -3.1% | +8.6% |
| 3M | +10.2% | +0.6% | +9.6% | +9.8% |
| 6M | -0.8% | +2.1% | -2.9% | -1.7% |
| YTD | +13.2% | -1.6% | +14.8% | +12.6% |
| 1Y | +10.1% | -1.2% | +11.2% | +9.3% |
| 3Y | +103.1% | +35.3% | +67.8% | +85.0% |
| 5Y | +115.5% | +43.6% | +71.9% | +90.5% |
| All | +193.4% | +125.2% | +68.2% | +125.3% |
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