-53.6%
NOAH vs VT
+223.7%
-277.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.6% | -6.4% | -7.0% |
| 7D | -3.8% | +0.4% | -4.1% | -4.5% |
| 30D | -11.9% | -2.6% | -9.3% | -9.3% |
| 3M | -24.0% | -3.2% | -20.8% | -21.3% |
| 6M | -28.9% | +0.9% | -29.8% | -30.5% |
| YTD | -23.2% | +11.3% | -34.5% | -33.7% |
| 1Y | -30.7% | +14.0% | -44.7% | -42.0% |
| 3Y | -5.8% | +75.8% | -81.7% | -54.2% |
| 5Y | -74.5% | +57.8% | -132.3% | -85.5% |
| 10Y | -53.6% | +219.8% | -273.4% | -84.7% |
| All | -53.6% | +223.7% | -277.3% | -84.7% |
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 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