+837.1%
NRIM vs VT
+346.0%
+491.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.5% |
| 7D | -1.5% | -2.3% | +0.8% | -0.2% |
| 30D | -3.3% | -5.0% | +1.6% | -0.5% |
| 3M | -11.0% | -4.9% | -6.1% | -8.5% |
| 6M | -3.5% | -1.5% | -2.0% | -2.9% |
| YTD | -10.0% | +8.5% | -18.5% | -14.3% |
| 1Y | +6.5% | +11.4% | -4.9% | -0.1% |
| 3Y | +134.6% | +70.1% | +64.6% | +75.8% |
| 5Y | +140.4% | +53.7% | +86.7% | +88.6% |
| 10Y | +439.0% | +220.0% | +219.1% | +217.1% |
| All | +837.1% | +346.0% | +491.1% | +466.9% |
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 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