+1,174.7%
NDAQ vs VT
+374.2%
+800.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | -2.4% | +0.4% | -2.9% | -2.9% |
| 30D | +2.5% | +1.0% | +1.5% | +1.4% |
| 3M | +9.9% | +2.4% | +7.5% | +6.7% |
| 6M | +9.4% | +12.0% | -2.6% | -4.1% |
| YTD | +0.4% | +15.3% | -14.9% | -14.7% |
| 1Y | +4.0% | +22.6% | -18.5% | -17.4% |
| 3Y | +94.4% | +74.7% | +19.7% | +4.5% |
| 5Y | +56.7% | +66.1% | -9.4% | -11.8% |
| 10Y | +375.3% | +225.0% | +150.3% | +21.8% |
| All | +1,174.7% | +374.2% | +800.5% | +171.9% |
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