+1,169.5%
NI vs VT
+345.0%
+824.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +0.7% |
| 7D | 0.0% | -4.2% | +4.1% | +2.7% |
| 30D | +10.0% | -5.8% | +15.8% | +14.2% |
| 3M | +4.3% | -5.2% | +9.5% | +7.8% |
| 6M | -6.5% | +0.1% | -6.7% | -7.2% |
| YTD | +9.3% | +8.2% | +1.0% | +2.9% |
| 1Y | +6.4% | +10.1% | -3.7% | -0.9% |
| 3Y | +89.1% | +69.7% | +19.4% | +30.7% |
| 5Y | +106.1% | +53.4% | +52.7% | +50.4% |
| 10Y | +178.5% | +219.2% | -40.7% | +21.5% |
| All | +1,169.5% | +345.0% | +824.5% | +278.8% |
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