-11.7%
NN vs VT
+113.5%
-125.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.0% |
| 7D | -25.3% | -2.3% | -22.9% | -23.4% |
| 30D | -32.3% | -5.0% | -27.3% | -28.3% |
| 3M | -42.6% | -4.9% | -37.7% | -39.0% |
| 6M | -55.5% | -1.5% | -53.9% | -54.3% |
| YTD | -48.3% | +8.5% | -56.7% | -51.9% |
| 1Y | -27.2% | +11.4% | -38.6% | -34.0% |
| 3Y | +87.6% | +70.1% | +17.5% | +20.1% |
| 5Y | -4.8% | +53.7% | -58.5% | -37.7% |
| All | -11.7% | +113.5% | -125.2% | -43.1% |
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