+122.7%
NMZ vs VT
+374.2%
-251.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.1% | +0.4% | -1.6% | -1.3% |
| 30D | -2.3% | +1.0% | -3.3% | -2.7% |
| 3M | -1.8% | +2.4% | -4.2% | -2.7% |
| 6M | -2.9% | +12.0% | -14.9% | -6.7% |
| YTD | +1.8% | +15.3% | -13.5% | -3.2% |
| 1Y | +5.1% | +22.6% | -17.5% | -2.2% |
| 3Y | +20.0% | +74.7% | -54.6% | -1.5% |
| 5Y | -10.8% | +66.1% | -77.0% | -26.2% |
| 10Y | +19.4% | +225.0% | -205.6% | -22.6% |
| All | +122.7% | +374.2% | -251.5% | +13.5% |
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 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