-49.3%
NDLS vs VT
+228.2%
-277.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +3.2% |
| 7D | +7.9% | -0.3% | +8.2% | +8.4% |
| 30D | +19.5% | -1.4% | +20.9% | +22.2% |
| 3M | -12.3% | -1.4% | -10.9% | -10.4% |
| 6M | +21.9% | +5.5% | +16.5% | +12.8% |
| YTD | +175.2% | +12.8% | +162.3% | +131.3% |
| 1Y | +187.3% | +15.4% | +171.9% | +134.0% |
| 3Y | -12.0% | +76.9% | -88.9% | -60.6% |
| 5Y | -83.7% | +60.4% | -144.1% | -91.4% |
| All | -49.3% | +228.2% | -277.4% | -91.6% |
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