+41.5%
NL vs VT
+345.0%
-303.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.5% | +1.3% |
| 7D | +1.6% | -4.2% | +5.7% | +6.9% |
| 30D | +2.2% | -5.8% | +8.0% | +9.6% |
| 3M | +25.3% | -5.2% | +30.6% | +33.3% |
| 6M | +25.1% | +0.1% | +24.9% | +23.2% |
| YTD | +36.2% | +8.2% | +28.0% | +21.6% |
| 1Y | +28.2% | +10.1% | +18.1% | +12.1% |
| 3Y | +96.2% | +69.7% | +26.5% | +2.2% |
| 5Y | +60.5% | +53.4% | +7.2% | -5.9% |
| 10Y | +226.2% | +219.2% | +7.0% | -14.1% |
| All | +41.5% | +345.0% | -303.5% | -78.4% |
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