+384.9%
NKSH vs VT
+374.2%
+10.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +2.8% | +0.4% | +2.3% | +2.5% |
| 30D | +2.3% | +1.0% | +1.3% | +1.6% |
| 3M | +20.5% | +2.4% | +18.2% | +18.2% |
| 6M | +12.9% | +12.0% | +0.9% | +3.8% |
| YTD | +28.2% | +15.3% | +12.8% | +15.4% |
| 1Y | +42.1% | +22.6% | +19.5% | +22.4% |
| 3Y | +86.2% | +74.7% | +11.5% | +26.2% |
| 5Y | +44.9% | +66.1% | -21.2% | -0.7% |
| 10Y | +80.0% | +225.0% | -145.0% | -21.1% |
| All | +384.9% | +374.2% | +10.8% | +65.7% |
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 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