+133.4%
NI vs VT
+222.7%
-89.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.0% | +0.4% | +1.6% | +1.7% |
| 30D | -3.5% | +1.0% | -4.5% | -4.2% |
| 3M | -9.1% | +2.4% | -11.5% | -10.7% |
| 6M | -11.8% | +12.0% | -23.8% | -18.4% |
| YTD | +1.1% | +15.3% | -14.2% | -8.3% |
| 1Y | +6.7% | +22.6% | -15.9% | -7.1% |
| 3Y | +71.1% | +74.7% | -3.6% | +16.2% |
| 5Y | +94.3% | +66.1% | +28.2% | +34.8% |
| All | +133.4% | +222.7% | -89.4% | -9.8% |
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