+22.7%
NMZ vs VT
+215.5%
-192.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.2% | -2.3% | +4.5% | +3.0% |
| 30D | +1.4% | -5.0% | +6.4% | +3.4% |
| 3M | -10.1% | -4.9% | -5.2% | -8.4% |
| 6M | -8.5% | -1.5% | -7.0% | -8.1% |
| YTD | -5.5% | +8.5% | -14.0% | -8.7% |
| 1Y | -8.1% | +11.4% | -19.5% | -12.2% |
| 3Y | +23.6% | +70.1% | -46.5% | -1.0% |
| 5Y | -15.6% | +53.7% | -69.3% | -29.9% |
| All | +22.7% | +215.5% | -192.8% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling