+55.7%
NN vs VT
+127.0%
-71.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -1.2% | +0.4% | -1.6% | -1.6% |
| 30D | +2.4% | +1.0% | +1.4% | +1.6% |
| 3M | -35.7% | +2.4% | -38.0% | -37.0% |
| 6M | -7.2% | +12.0% | -19.2% | -17.2% |
| YTD | -8.8% | +15.3% | -24.1% | -21.0% |
| 1Y | -4.3% | +22.6% | -26.9% | -21.7% |
| 3Y | +241.9% | +74.7% | +167.2% | +109.6% |
| 5Y | +50.9% | +66.1% | -15.2% | -8.1% |
| All | +55.7% | +127.0% | -71.3% | -6.4% |
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