+220.2%
NMIH vs VT
+275.0%
-54.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | 0.0% | +0.4% | -0.4% | -0.4% |
| 30D | -0.2% | +1.0% | -1.2% | -1.3% |
| 3M | +24.3% | +2.4% | +21.9% | +20.0% |
| 6M | +14.3% | +12.0% | +2.3% | -1.0% |
| YTD | +9.9% | +15.3% | -5.4% | -8.3% |
| 1Y | +11.8% | +22.6% | -10.8% | -13.5% |
| 3Y | +54.8% | +74.7% | -19.9% | -22.9% |
| 5Y | +102.7% | +66.1% | +36.5% | +7.5% |
| 10Y | +460.4% | +225.0% | +235.4% | +48.3% |
| All | +220.2% | +275.0% | -54.8% | -25.9% |
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 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