-11.2%
NMFC vs VT
+53.4%
-64.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -1.7% | -2.3% | +0.6% | -0.5% |
| 30D | +2.5% | -5.0% | +7.5% | +5.4% |
| 3M | -6.4% | -4.9% | -1.6% | -3.9% |
| 6M | -13.3% | -1.5% | -11.8% | -12.7% |
| YTD | -16.3% | +8.5% | -24.7% | -20.3% |
| 1Y | -16.6% | +11.4% | -28.0% | -21.9% |
| 3Y | -20.0% | +70.1% | -90.0% | -41.0% |
| All | -11.2% | +53.4% | -64.6% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling