-90.9%
NHTC vs VT
+222.7%
-313.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.4% |
| 7D | -14.1% | +2.9% | -17.0% | -15.5% |
| 30D | -24.0% | -2.5% | -21.4% | -23.0% |
| 3M | -59.4% | -3.3% | -56.1% | -58.9% |
| 6M | -75.9% | +1.5% | -77.4% | -76.2% |
| YTD | -74.9% | +11.4% | -86.3% | -76.6% |
| 1Y | -77.4% | +11.9% | -89.3% | -78.9% |
| 3Y | -80.8% | +73.9% | -154.7% | -86.4% |
| 5Y | -83.2% | +57.9% | -141.1% | -87.5% |
| All | -90.9% | +222.7% | -313.6% | -96.0% |
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