+405.9%
NSIT vs VT
+221.8%
+184.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.1% |
| 7D | +6.6% | +2.4% | +4.3% | +4.0% |
| 30D | +1.7% | -1.5% | +3.2% | +3.8% |
| 3M | +7.8% | -4.1% | +11.9% | +13.3% |
| 6M | +93.3% | +0.6% | +92.7% | +92.9% |
| YTD | +107.1% | +11.0% | +96.1% | +86.2% |
| 1Y | +86.5% | +13.3% | +73.1% | +64.0% |
| 3Y | +17.5% | +73.4% | -55.9% | -33.6% |
| 5Y | +60.0% | +57.4% | +2.6% | -0.4% |
| All | +405.9% | +221.8% | +184.1% | +22.7% |
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