+948.3%
NRIM vs VT
+374.2%
+574.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.9% |
| 7D | +3.1% | +0.4% | +2.7% | +2.9% |
| 30D | -2.0% | +1.0% | -3.0% | -2.6% |
| 3M | +7.3% | +2.4% | +4.9% | +5.6% |
| 6M | +10.1% | +12.0% | -1.9% | +3.0% |
| YTD | +0.7% | +15.3% | -14.6% | -7.4% |
| 1Y | +16.3% | +22.6% | -6.3% | +3.4% |
| 3Y | +177.8% | +74.7% | +103.1% | +104.9% |
| 5Y | +198.8% | +66.1% | +132.7% | +124.6% |
| 10Y | +473.4% | +225.0% | +248.4% | +230.0% |
| All | +948.3% | +374.2% | +574.1% | +512.7% |
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