+132.7%
NL vs VT
+217.6%
-85.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.7% |
| 7D | +4.5% | -0.1% | +4.7% | +4.8% |
| 30D | +3.0% | -3.1% | +6.1% | +7.1% |
| 3M | +15.4% | -3.5% | +18.9% | +20.4% |
| 6M | +23.6% | +0.5% | +23.2% | +21.1% |
| YTD | +37.2% | +10.8% | +26.4% | +17.2% |
| 1Y | +33.2% | +11.9% | +21.3% | +12.3% |
| 3Y | +91.1% | +73.0% | +18.1% | -10.5% |
| 5Y | +55.2% | +58.6% | -3.4% | -17.8% |
| 10Y | +132.7% | +219.2% | -86.5% | -57.3% |
| All | +132.7% | +217.6% | -85.0% | -57.3% |
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