+78.9%
NMIH vs VT
+58.3%
+20.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -2.5% |
| 7D | -10.5% | +0.4% | -10.8% | -11.0% |
| 30D | -2.8% | -2.6% | -0.3% | -1.0% |
| 3M | -12.9% | -3.2% | -9.7% | -10.8% |
| 6M | 0.0% | +0.9% | -0.9% | -1.9% |
| YTD | -4.7% | +11.3% | -16.0% | -14.9% |
| 1Y | +6.1% | +14.0% | -7.9% | -7.4% |
| 3Y | +39.1% | +75.8% | -36.7% | -22.3% |
| All | +78.9% | +58.3% | +20.6% | +12.3% |
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 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