+42.8%
NNN vs VT
+221.4%
-178.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | -1.7% | +1.0% | -2.8% | -2.5% |
| 30D | -5.1% | -0.2% | -4.9% | -4.9% |
| 3M | 0.0% | +4.5% | -4.5% | -3.9% |
| 6M | +1.2% | +14.1% | -12.9% | -9.9% |
| YTD | +16.9% | +14.8% | +2.1% | +3.2% |
| 1Y | +9.3% | +21.2% | -11.9% | -8.1% |
| 3Y | +38.3% | +76.6% | -38.3% | -18.5% |
| 5Y | +23.0% | +66.6% | -43.6% | -24.1% |
| 10Y | +42.8% | +222.3% | -179.5% | -55.4% |
| All | +42.8% | +221.4% | -178.6% | -55.4% |
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 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