+418.1%
NSIT vs VT
+222.7%
+195.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.7% |
| 7D | +13.2% | +2.9% | +10.3% | +9.7% |
| 30D | -1.7% | -2.5% | +0.8% | +1.5% |
| 3M | +11.8% | -3.3% | +15.1% | +16.4% |
| 6M | +98.6% | +1.5% | +97.1% | +96.2% |
| YTD | +112.2% | +11.4% | +100.8% | +90.1% |
| 1Y | +88.6% | +11.9% | +76.7% | +68.1% |
| 3Y | +20.1% | +73.9% | -53.8% | -32.4% |
| 5Y | +63.9% | +57.9% | +6.0% | +1.7% |
| All | +418.1% | +222.7% | +195.4% | +25.2% |
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