+313.5%
NHC vs VT
+217.6%
+95.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +1.3% | -0.1% | +1.5% | +1.4% |
| 30D | -8.2% | -3.1% | -5.1% | -6.4% |
| 3M | -5.4% | -3.5% | -1.9% | -3.4% |
| 6M | +11.2% | +0.5% | +10.7% | +10.2% |
| YTD | +53.7% | +10.8% | +42.9% | +42.6% |
| 1Y | +61.9% | +11.9% | +50.0% | +49.2% |
| 3Y | +208.9% | +73.0% | +135.9% | +114.4% |
| 5Y | +225.8% | +58.6% | +167.2% | +137.6% |
| 10Y | +313.5% | +219.2% | +94.3% | +76.5% |
| All | +313.5% | +217.6% | +95.8% | +76.5% |
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