-66.5%
NOAH vs VT
+66.2%
-132.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.7% | +0.4% | -2.2% | -2.4% |
| 30D | +1.9% | +1.0% | +1.0% | +0.5% |
| 3M | -6.7% | +2.4% | -9.1% | -10.4% |
| 6M | -15.1% | +12.0% | -27.1% | -28.8% |
| YTD | -3.0% | +15.3% | -18.3% | -22.1% |
| 1Y | -21.3% | +22.6% | -43.9% | -42.4% |
| 3Y | -3.2% | +74.7% | -77.8% | -59.4% |
| All | -66.5% | +66.2% | -132.7% | -84.4% |
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