+362.7%
NHTC vs VT
+374.2%
-11.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | -0.6% | +0.4% | -1.1% | -0.8% |
| 30D | -1.2% | +1.0% | -2.2% | -1.7% |
| 3M | -35.1% | +2.4% | -37.5% | -35.8% |
| 6M | -48.7% | +12.0% | -60.7% | -51.5% |
| YTD | -45.4% | +15.3% | -60.7% | -49.2% |
| 1Y | -60.1% | +22.6% | -82.7% | -63.9% |
| 3Y | -56.8% | +74.7% | -131.4% | -67.8% |
| 5Y | -56.3% | +66.1% | -122.5% | -66.8% |
| 10Y | -84.1% | +225.0% | -309.1% | -91.3% |
| All | +362.7% | +374.2% | -11.5% | +169.5% |
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 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