+26.8%
NIM vs VT
+221.8%
-194.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -3.7% | +2.4% | -6.1% | -4.0% |
| 30D | +3.1% | -1.5% | +4.6% | +3.3% |
| 3M | -3.8% | -4.1% | +0.3% | -3.2% |
| 6M | -2.5% | +0.6% | -3.0% | -2.6% |
| YTD | -1.5% | +11.0% | -12.5% | -3.1% |
| 1Y | -2.9% | +13.3% | -16.2% | -4.8% |
| 3Y | +16.7% | +73.4% | -56.7% | +7.2% |
| 5Y | -2.1% | +57.4% | -59.5% | -9.1% |
| All | +26.8% | +221.8% | -194.9% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling