-48.4%
NOAH vs VT
+223.1%
-271.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.7% | +0.4% | -2.2% | -2.3% |
| 30D | +1.9% | +1.0% | +1.0% | +0.7% |
| 3M | -6.7% | +2.4% | -9.1% | -9.9% |
| 6M | -15.1% | +12.0% | -27.1% | -27.0% |
| YTD | -3.0% | +15.3% | -18.3% | -19.5% |
| 1Y | -21.3% | +22.6% | -43.9% | -39.6% |
| 3Y | -3.2% | +74.7% | -77.8% | -52.1% |
| 5Y | -66.3% | +66.1% | -132.5% | -81.8% |
| All | -48.4% | +223.1% | -271.5% | -85.3% |
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 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