+12.3%
NNNN vs VT
+33.6%
-21.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -10.2% | +1.0% | -11.3% | -10.5% |
| 30D | -38.9% | -0.2% | -38.7% | -38.9% |
| 3M | -62.4% | +4.5% | -66.9% | -62.9% |
| 6M | -71.7% | +14.1% | -85.7% | -72.9% |
| YTD | -78.5% | +14.8% | -93.2% | -79.3% |
| 1Y | -85.9% | +21.2% | -107.1% | -86.6% |
| All | +12.3% | +33.6% | -21.3% | +21.1% |
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