+343.0%
NORW vs VT
+501.2%
-158.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -2.1% |
| 7D | -2.4% | -0.3% | -2.1% | -2.2% |
| 30D | +4.4% | -1.4% | +5.9% | +5.8% |
| 3M | +5.6% | -1.4% | +7.0% | +6.9% |
| 6M | +1.9% | +5.5% | -3.6% | -4.1% |
| YTD | +31.7% | +12.8% | +18.9% | +15.1% |
| 1Y | +41.2% | +15.4% | +25.7% | +20.5% |
| 3Y | +87.1% | +76.9% | +10.2% | +2.5% |
| 5Y | +47.7% | +60.4% | -12.7% | -10.6% |
| 10Y | +198.0% | +232.8% | -34.7% | -20.9% |
| All | +343.0% | +501.2% | -158.2% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling