+184.2%
NORW vs VT
+215.5%
-31.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | -6.7% | -2.3% | -4.4% | -4.9% |
| 30D | +2.1% | -5.0% | +7.1% | +6.5% |
| 3M | +2.0% | -4.9% | +6.8% | +6.2% |
| 6M | -0.7% | -1.5% | +0.9% | +0.1% |
| YTD | +27.0% | +8.5% | +18.5% | +16.8% |
| 1Y | +36.3% | +11.4% | +25.0% | +22.5% |
| 3Y | +80.6% | +70.1% | +10.5% | +10.6% |
| 5Y | +41.7% | +53.7% | -12.1% | -5.4% |
| All | +184.2% | +215.5% | -31.3% | -4.1% |
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