+36.2%
NEAR vs VT
+281.5%
-245.3%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.5% | 0.0% |
| 30D | +0.1% | +1.0% | -0.9% | +0.1% |
| 3M | +0.6% | +2.4% | -1.8% | +0.5% |
| 6M | +0.7% | +12.0% | -11.3% | +0.6% |
| YTD | +1.3% | +15.3% | -14.0% | +1.1% |
| 1Y | +2.8% | +22.6% | -19.8% | +2.6% |
| 3Y | +16.8% | +74.7% | -57.9% | +16.1% |
| 5Y | +21.4% | +66.1% | -44.7% | +20.7% |
| 10Y | +32.6% | +225.0% | -192.4% | +31.2% |
| All | +36.2% | +281.5% | -245.3% | +34.8% |
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 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