-45.3%
NOA vs VT
+357.8%
-403.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.5% |
| 7D | -1.1% | +2.9% | -3.9% | -4.4% |
| 30D | -21.0% | -2.5% | -18.5% | -17.9% |
| 3M | -38.5% | -3.3% | -35.2% | -35.5% |
| 6M | -34.9% | +1.5% | -36.5% | -35.8% |
| YTD | -33.8% | +11.4% | -45.1% | -41.4% |
| 1Y | -34.1% | +11.9% | -46.0% | -42.0% |
| 3Y | -49.9% | +73.9% | -123.8% | -74.2% |
| 5Y | -35.3% | +57.9% | -93.2% | -63.4% |
| 10Y | +257.3% | +222.6% | +34.6% | -19.7% |
| All | -45.3% | +357.8% | -403.1% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling