+451.8%
NSIT vs VT
+215.5%
+236.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.4% |
| 7D | -8.4% | -2.3% | -6.1% | -5.5% |
| 30D | -1.2% | -5.0% | +3.8% | +4.9% |
| 3M | +6.1% | -4.9% | +11.0% | +12.5% |
| 6M | +129.3% | -1.5% | +130.9% | +134.5% |
| YTD | +94.2% | +8.5% | +85.8% | +79.1% |
| 1Y | +72.9% | +11.4% | +61.5% | +55.0% |
| 3Y | +7.0% | +70.1% | -63.1% | -38.2% |
| 5Y | +49.3% | +53.7% | -4.4% | -4.5% |
| All | +451.8% | +215.5% | +236.3% | +55.5% |
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