-87.7%
NHTC vs VT
+214.8%
-302.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +4.7% |
| 7D | +10.4% | -4.2% | +14.6% | +12.9% |
| 30D | -15.0% | -5.8% | -9.2% | -12.2% |
| 3M | -47.2% | -5.2% | -42.0% | -45.8% |
| 6M | -71.6% | +0.1% | -71.7% | -71.8% |
| YTD | -70.8% | +8.2% | -79.0% | -72.3% |
| 1Y | -71.7% | +10.1% | -81.8% | -73.3% |
| 3Y | -77.8% | +69.7% | -147.4% | -84.1% |
| 5Y | -79.2% | +53.4% | -132.6% | -84.3% |
| All | -87.7% | +214.8% | -302.5% | -93.8% |
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 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