+442.6%
NSIT vs VT
+217.6%
+225.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.6% |
| 7D | +0.8% | -0.1% | +1.0% | +1.5% |
| 30D | +3.1% | -3.1% | +6.2% | +7.2% |
| 3M | +9.1% | -3.5% | +12.6% | +13.9% |
| 6M | +101.4% | +0.5% | +100.9% | +101.3% |
| YTD | +107.1% | +10.8% | +96.4% | +86.7% |
| 1Y | +84.5% | +11.9% | +72.7% | +64.6% |
| 3Y | +17.3% | +73.0% | -55.7% | -33.5% |
| 5Y | +61.1% | +58.6% | +2.5% | -0.6% |
| 10Y | +442.6% | +219.2% | +223.4% | +44.7% |
| All | +442.6% | +217.6% | +225.0% | +44.7% |
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