+81.5%
NKSH vs VT
+221.4%
-140.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +3.9% | +1.0% | +2.9% | +3.0% |
| 30D | -0.8% | -0.2% | -0.5% | -0.6% |
| 3M | +18.4% | +4.5% | +13.8% | +13.4% |
| 6M | +15.3% | +14.1% | +1.3% | +2.0% |
| YTD | +27.3% | +14.8% | +12.6% | +11.9% |
| 1Y | +40.0% | +21.2% | +18.8% | +17.0% |
| 3Y | +91.2% | +76.6% | +14.7% | +15.0% |
| 5Y | +47.0% | +66.6% | -19.6% | -8.7% |
| 10Y | +81.5% | +222.3% | -140.8% | -48.0% |
| All | +81.5% | +221.4% | -140.0% | -48.0% |
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