+98.0%
NI vs VMC
+47.2%
+50.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -0.6% | -3.7% | +3.1% | +0.2% |
| 30D | -1.4% | -12.8% | +11.4% | +1.6% |
| 3M | -10.6% | -7.9% | -2.7% | -9.2% |
| 6M | -9.9% | -7.5% | -2.4% | -8.8% |
| YTD | +1.2% | -11.6% | +12.8% | +3.1% |
| 1Y | +4.4% | -14.3% | +18.7% | +7.1% |
| 3Y | +68.6% | +18.5% | +50.1% | +56.8% |
| 5Y | +98.0% | +46.8% | +51.2% | +70.5% |
| All | +98.0% | +47.2% | +50.8% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling