+257.3%
NOA vs VT
+222.7%
+34.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.6% |
| 7D | -1.1% | +2.9% | -3.9% | -3.9% |
| 30D | -21.0% | -2.5% | -18.5% | -18.3% |
| 3M | -38.5% | -3.3% | -35.2% | -35.9% |
| 6M | -34.9% | +1.5% | -36.5% | -35.6% |
| YTD | -33.8% | +11.4% | -45.1% | -40.1% |
| 1Y | -34.1% | +11.9% | -46.0% | -40.7% |
| 3Y | -49.9% | +73.9% | -123.8% | -70.9% |
| 5Y | -35.3% | +57.9% | -93.2% | -58.8% |
| All | +257.3% | +222.7% | +34.6% | +1.1% |
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