-15.7%
NMZ vs VT
+53.4%
-69.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.2% | -2.3% | +4.5% | +2.8% |
| 30D | +1.4% | -5.0% | +6.4% | +2.9% |
| 3M | -10.1% | -4.9% | -5.2% | -8.7% |
| 6M | -8.5% | -1.5% | -7.0% | -8.2% |
| YTD | -5.5% | +8.5% | -14.0% | -7.9% |
| 1Y | -8.1% | +11.4% | -19.5% | -11.2% |
| 3Y | +23.6% | +70.1% | -46.5% | +4.5% |
| All | -15.7% | +53.4% | -69.1% | -28.5% |
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