-11.2%
NN vs VT
+53.2%
-64.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.1% | -4.3% | -3.6% |
| 7D | -33.5% | -4.2% | -29.4% | -30.1% |
| 30D | -39.5% | -5.8% | -33.7% | -34.8% |
| 3M | -45.8% | -5.2% | -40.6% | -41.8% |
| 6M | -57.3% | +0.1% | -57.4% | -56.9% |
| YTD | -51.7% | +8.2% | -60.0% | -55.6% |
| 1Y | -36.3% | +10.1% | -46.4% | -42.3% |
| 3Y | +71.6% | +69.7% | +1.9% | +2.2% |
| 5Y | -11.2% | +53.4% | -64.5% | -46.4% |
| All | -11.2% | +53.2% | -64.4% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling