+44.5%
NMFC vs VT
+222.7%
-178.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | -4.7% | +2.9% | -7.6% | -6.8% |
| 30D | -0.6% | -2.5% | +1.9% | +1.2% |
| 3M | -10.4% | -3.3% | -7.1% | -8.2% |
| 6M | -12.1% | +1.5% | -13.6% | -13.5% |
| YTD | -19.2% | +11.4% | -30.5% | -26.3% |
| 1Y | -19.8% | +11.9% | -31.7% | -27.1% |
| 3Y | -22.6% | +73.9% | -96.5% | -51.2% |
| 5Y | -13.4% | +57.9% | -71.3% | -41.4% |
| All | +44.5% | +222.7% | -178.2% | -48.3% |
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 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