+18.2%
NAN vs VT
+222.7%
-204.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | -1.8% | -0.1% | -1.6% | -1.7% |
| 30D | -5.3% | -0.7% | -4.6% | -5.1% |
| 3M | -5.2% | +4.0% | -9.2% | -6.2% |
| 6M | -4.8% | +12.3% | -17.1% | -7.6% |
| YTD | -0.7% | +14.0% | -14.7% | -4.1% |
| 1Y | +1.5% | +20.3% | -18.8% | -3.4% |
| 3Y | +30.1% | +75.4% | -45.3% | +11.4% |
| 5Y | -2.8% | +66.0% | -68.7% | -15.8% |
| 10Y | +18.2% | +228.2% | -210.0% | -18.8% |
| All | +18.2% | +222.7% | -204.5% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling