+1,074.5%
NI vs VT
+374.2%
+700.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.8% |
| 6M | -11.8% | +12.0% | -23.8% | -18.6% |
| YTD | +1.1% | +15.3% | -14.2% | -8.5% |
| 1Y | +6.7% | +22.6% | -15.9% | -7.3% |
| 3Y | +71.1% | +74.7% | -3.6% | +16.3% |
| 5Y | +94.3% | +66.1% | +28.2% | +34.6% |
| 10Y | +135.8% | +225.0% | -89.2% | +1.9% |
| All | +1,074.5% | +374.2% | +700.3% | +236.8% |
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 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