-10.7%
NMZ vs VT
+66.2%
-76.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.1% | +0.4% | -1.6% | -1.2% |
| 30D | -2.3% | +1.0% | -3.3% | -2.6% |
| 3M | -1.8% | +2.4% | -4.2% | -2.6% |
| 6M | -2.9% | +12.0% | -14.9% | -6.2% |
| YTD | +1.8% | +15.3% | -13.5% | -2.5% |
| 1Y | +5.1% | +22.6% | -17.5% | -1.2% |
| 3Y | +20.0% | +74.7% | -54.6% | +0.8% |
| All | -10.7% | +66.2% | -76.9% | -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 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