+114.1%
NNE vs VT
+45.0%
+69.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.2% | +15.1% | +14.6% |
| 7D | -4.6% | -2.3% | -2.3% | +2.8% |
| 30D | -30.6% | -5.0% | -25.7% | -17.8% |
| 3M | -36.9% | -4.9% | -32.0% | -24.6% |
| 6M | -61.8% | -1.5% | -60.2% | -57.1% |
| YTD | -53.7% | +8.5% | -62.2% | -59.0% |
| 1Y | -71.1% | +11.4% | -82.5% | -75.9% |
| All | +114.1% | +45.0% | +69.1% | +51.5% |
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