+109.7%
NMI vs VT
+346.0%
-236.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +1.5% | -2.3% | +3.8% | +1.8% |
| 30D | +4.8% | -5.0% | +9.7% | +5.5% |
| 3M | -9.9% | -4.9% | -5.0% | -9.3% |
| 6M | -4.2% | -1.5% | -2.6% | -4.1% |
| YTD | +0.5% | +8.5% | -8.0% | -0.8% |
| 1Y | -0.3% | +11.4% | -11.7% | -2.0% |
| 3Y | +27.4% | +70.1% | -42.7% | +17.4% |
| 5Y | +3.0% | +53.7% | -50.7% | -4.2% |
| 10Y | +19.0% | +220.0% | -201.0% | -0.8% |
| All | +109.7% | +346.0% | -236.3% | +67.7% |
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