+37.1%
NMIH vs VT
+75.3%
-38.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.8% |
| 7D | -10.5% | +0.4% | -10.8% | -10.8% |
| 30D | -2.8% | -2.6% | -0.3% | -1.6% |
| 3M | -12.9% | -3.2% | -9.7% | -11.4% |
| 6M | 0.0% | +0.9% | -0.9% | -1.3% |
| YTD | -4.7% | +11.3% | -16.0% | -12.5% |
| 1Y | +6.1% | +14.0% | -7.9% | -4.4% |
| All | +37.1% | +75.3% | -38.2% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling