+104.6%
NMZ vs VT
+363.9%
-259.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.1% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | +2.7% | -1.4% | +4.1% | +3.2% |
| 3M | -10.3% | -1.4% | -8.9% | -9.8% |
| 6M | -7.5% | +5.5% | -13.0% | -9.3% |
| YTD | -6.5% | +12.8% | -19.3% | -10.4% |
| 1Y | -9.5% | +15.4% | -25.0% | -14.0% |
| 3Y | +22.2% | +76.9% | -54.7% | -0.2% |
| 5Y | -16.0% | +60.4% | -76.4% | -29.7% |
| 10Y | +21.4% | +232.8% | -211.4% | -21.8% |
| All | +104.6% | +363.9% | -259.3% | +5.0% |
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