-0.1%
NMFC vs VT
+66.2%
-66.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | +1.8% | +1.0% | +0.8% | +1.2% |
| 3M | -3.5% | +2.4% | -5.9% | -4.8% |
| 6M | -1.1% | +12.0% | -13.1% | -7.3% |
| YTD | -12.5% | +15.3% | -27.8% | -19.4% |
| 1Y | -19.0% | +22.6% | -41.6% | -28.0% |
| 3Y | -14.9% | +74.7% | -89.6% | -38.0% |
| All | -0.1% | +66.2% | -66.3% | -27.8% |
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