+53.5%
NMFC vs VT
+221.4%
-167.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -1.6% | +1.0% | -2.6% | -2.4% |
| 30D | -5.0% | -0.2% | -4.8% | -4.9% |
| 3M | -2.4% | +4.5% | -6.9% | -5.8% |
| 6M | -0.6% | +14.1% | -14.7% | -10.6% |
| YTD | -13.9% | +14.8% | -28.7% | -23.0% |
| 1Y | -19.7% | +21.2% | -40.9% | -31.3% |
| 3Y | -15.7% | +76.6% | -92.3% | -47.2% |
| 5Y | -1.5% | +66.6% | -68.1% | -36.1% |
| 10Y | +53.5% | +222.3% | -168.7% | -43.2% |
| All | +53.5% | +221.4% | -167.9% | -43.2% |
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