+72.2%
NKSH vs VT
+215.5%
-143.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | -2.5% | -2.3% | -0.1% | -0.5% |
| 30D | -8.4% | -5.0% | -3.5% | -4.4% |
| 3M | -6.0% | -4.9% | -1.1% | -2.0% |
| 6M | +9.1% | -1.5% | +10.6% | +9.8% |
| YTD | +19.4% | +8.5% | +10.9% | +10.0% |
| 1Y | +38.6% | +11.4% | +27.3% | +24.6% |
| 3Y | +84.8% | +70.1% | +14.7% | +14.4% |
| 5Y | +31.1% | +53.7% | -22.7% | -12.3% |
| All | +72.2% | +215.5% | -143.3% | -52.6% |
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