+251.7%
NIE vs VT
+221.4%
+30.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.6% |
| 7D | +1.0% | +1.0% | 0.0% | 0.0% |
| 30D | -1.3% | -0.2% | -1.1% | -1.1% |
| 3M | +0.7% | +4.5% | -3.8% | -3.7% |
| 6M | +10.0% | +14.1% | -4.1% | -3.7% |
| YTD | +9.1% | +14.8% | -5.6% | -5.2% |
| 1Y | +15.5% | +21.2% | -5.7% | -5.0% |
| 3Y | +65.8% | +76.6% | -10.8% | -6.8% |
| 5Y | +55.5% | +66.6% | -11.1% | -7.2% |
| 10Y | +251.7% | +222.3% | +29.4% | +12.7% |
| All | +251.7% | +221.4% | +30.3% | +12.7% |
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