+176.6%
NMIH vs VT
+260.2%
-83.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.2% |
| 7D | -10.6% | -0.1% | -10.4% | -10.8% |
| 30D | -3.2% | -3.1% | -0.1% | -0.3% |
| 3M | -12.4% | -3.5% | -8.9% | -9.4% |
| 6M | -0.4% | +0.5% | -0.8% | -2.4% |
| YTD | -5.1% | +10.8% | -15.8% | -17.6% |
| 1Y | +3.2% | +11.9% | -8.7% | -11.6% |
| 3Y | +36.6% | +73.0% | -36.4% | -31.8% |
| 5Y | +78.2% | +58.6% | +19.6% | -0.8% |
| 10Y | +330.3% | +219.2% | +111.1% | +16.4% |
| All | +176.6% | +260.2% | -83.6% | -33.4% |
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