+35.3%
NL vs VT
+374.2%
-338.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +2.4% | +0.4% | +2.0% | +1.9% |
| 30D | +19.9% | +1.0% | +18.9% | +18.5% |
| 3M | +13.7% | +2.4% | +11.4% | +9.9% |
| 6M | +12.6% | +12.0% | +0.6% | -3.2% |
| YTD | +30.3% | +15.3% | +14.9% | +8.1% |
| 1Y | +10.7% | +22.6% | -11.9% | -14.8% |
| 3Y | +74.6% | +74.7% | 0.0% | -12.1% |
| 5Y | +52.8% | +66.1% | -13.3% | -18.3% |
| 10Y | +96.4% | +225.0% | -128.6% | -49.3% |
| All | +35.3% | +374.2% | -338.8% | -80.8% |
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