-34.1%
NNNN vs VT
+29.7%
-63.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -5.9% |
| 7D | +5.8% | +2.9% | +3.0% | +4.7% |
| 30D | -10.8% | -2.5% | -8.3% | -9.8% |
| 3M | -61.6% | -3.3% | -58.2% | -61.1% |
| 6M | -85.3% | +1.5% | -86.8% | -85.2% |
| YTD | -87.4% | +11.4% | -98.7% | -87.7% |
| 1Y | -83.1% | +11.9% | -95.0% | -83.5% |
| All | -34.1% | +29.7% | -63.8% | -28.1% |
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