+57.5%
NHI vs VT
+221.8%
-164.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.2% |
| 7D | -11.6% | +2.4% | -14.0% | -13.4% |
| 30D | -3.7% | -1.5% | -2.2% | -2.7% |
| 3M | -10.4% | -4.1% | -6.3% | -7.4% |
| 6M | -13.8% | +0.6% | -14.4% | -15.3% |
| YTD | -14.4% | +11.0% | -25.5% | -23.9% |
| 1Y | -13.9% | +13.3% | -27.3% | -25.0% |
| 3Y | +43.2% | +73.4% | -30.2% | -20.0% |
| 5Y | +48.3% | +57.4% | -9.1% | -9.4% |
| All | +57.5% | +221.8% | -164.2% | -52.0% |
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