+81.5%
NIM vs VT
+345.0%
-263.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | +0.1% |
| 7D | +1.0% | -4.2% | +5.2% | +1.5% |
| 30D | +6.2% | -5.8% | +12.0% | +7.0% |
| 3M | 0.0% | -5.2% | +5.2% | +0.7% |
| 6M | +1.6% | +0.1% | +1.5% | +1.5% |
| YTD | +2.1% | +8.2% | -6.2% | +0.9% |
| 1Y | +2.0% | +10.1% | -8.1% | +0.7% |
| 3Y | +15.2% | +69.7% | -54.4% | +7.3% |
| 5Y | +2.8% | +53.4% | -50.6% | -3.4% |
| 10Y | +23.9% | +219.2% | -195.3% | +5.0% |
| All | +81.5% | +345.0% | -263.5% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling