-45.8%
NOA vs VT
+346.0%
-391.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.2% |
| 7D | -22.8% | -2.3% | -20.5% | -20.0% |
| 30D | -22.1% | -5.0% | -17.1% | -16.5% |
| 3M | -35.8% | -4.9% | -30.9% | -31.3% |
| 6M | -35.7% | -1.5% | -34.2% | -34.2% |
| YTD | -34.3% | +8.5% | -42.8% | -40.1% |
| 1Y | -32.6% | +11.4% | -44.0% | -40.4% |
| 3Y | -53.4% | +70.1% | -123.5% | -75.3% |
| 5Y | -38.4% | +53.7% | -92.1% | -64.0% |
| 10Y | +242.8% | +220.0% | +22.8% | -22.3% |
| All | -45.8% | +346.0% | -391.8% | -93.7% |
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