+25.7%
NAN vs VT
+217.6%
-192.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +5.4% | -3.1% | +8.5% | +6.2% |
| 3M | -8.9% | -3.5% | -5.4% | -8.1% |
| 6M | -9.0% | +0.5% | -9.5% | -9.2% |
| YTD | -4.5% | +10.8% | -15.3% | -7.1% |
| 1Y | -6.0% | +11.9% | -17.9% | -8.8% |
| 3Y | +27.3% | +73.0% | -45.7% | +9.5% |
| 5Y | -6.4% | +58.6% | -65.0% | -17.9% |
| 10Y | +25.7% | +219.2% | -193.5% | -12.3% |
| All | +25.7% | +217.6% | -192.0% | -12.3% |
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