-38.6%
NOA vs VT
+53.4%
-92.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.1% |
| 7D | -22.8% | -2.3% | -20.5% | -20.6% |
| 30D | -22.1% | -5.0% | -17.1% | -17.8% |
| 3M | -35.8% | -4.9% | -30.9% | -32.4% |
| 6M | -35.7% | -1.5% | -34.2% | -34.4% |
| YTD | -34.3% | +8.5% | -42.8% | -38.4% |
| 1Y | -32.6% | +11.4% | -44.0% | -38.2% |
| 3Y | -53.4% | +70.1% | -123.5% | -69.4% |
| All | -38.6% | +53.4% | -92.0% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling