+2.1%
NODK vs VT
+198.4%
-196.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | +0.3% | +1.0% | -0.7% | -0.3% |
| 30D | -3.6% | -0.2% | -3.3% | -3.5% |
| 3M | +0.1% | +4.5% | -4.4% | -3.0% |
| 6M | +15.0% | +14.1% | +0.9% | +4.8% |
| YTD | +13.2% | +14.8% | -1.5% | +2.6% |
| 1Y | +12.4% | +21.2% | -8.8% | -2.0% |
| 3Y | +18.6% | +76.6% | -58.0% | -20.0% |
| 5Y | -18.9% | +66.6% | -85.5% | -43.4% |
| All | +2.1% | +198.4% | -196.3% | -52.1% |
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