+189.0%
NI vs VT
+217.6%
-28.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +11.9% | -3.1% | +14.9% | +13.9% |
| 3M | +9.1% | -3.5% | +12.6% | +11.4% |
| 6M | -1.8% | +0.5% | -2.2% | -2.5% |
| YTD | +11.4% | +10.8% | +0.6% | +3.5% |
| 1Y | +6.4% | +11.9% | -5.5% | -1.8% |
| 3Y | +98.2% | +73.0% | +25.3% | +35.5% |
| 5Y | +110.1% | +58.6% | +51.4% | +50.5% |
| 10Y | +189.0% | +219.2% | -30.2% | +19.9% |
| All | +189.0% | +217.6% | -28.7% | +19.9% |
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