+648.5%
NHC vs VT
+363.9%
+284.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +1.9% |
| 7D | +0.3% | -0.3% | +0.6% | +0.6% |
| 30D | -7.8% | -1.4% | -6.4% | -6.8% |
| 3M | +2.3% | -1.4% | +3.7% | +3.2% |
| 6M | +25.3% | +5.5% | +19.8% | +19.4% |
| YTD | +56.5% | +12.8% | +43.7% | +40.9% |
| 1Y | +76.5% | +15.4% | +61.1% | +56.0% |
| 3Y | +218.4% | +76.9% | +141.6% | +99.8% |
| 5Y | +240.9% | +60.4% | +180.5% | +126.6% |
| 10Y | +343.8% | +232.8% | +111.1% | +54.8% |
| All | +648.5% | +363.9% | +284.6% | +65.7% |
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