-34.1%
NNNN vs VT
+29.0%
-63.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -6.7% |
| 7D | +6.0% | -0.1% | +6.1% | +6.1% |
| 30D | -18.5% | -3.1% | -15.4% | -17.4% |
| 3M | -62.7% | -3.5% | -59.2% | -62.2% |
| 6M | -85.3% | +0.5% | -85.8% | -85.2% |
| YTD | -87.4% | +10.8% | -98.1% | -87.7% |
| 1Y | -78.1% | +11.9% | -90.0% | -78.7% |
| All | -34.1% | +29.0% | -63.2% | -28.0% |
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