+1,167.4%
NSIT vs VT
+345.0%
+822.4%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.1% | -9.0% | -8.4% |
| 7D | -14.5% | -4.2% | -10.3% | -9.8% |
| 30D | -4.2% | -5.8% | +1.6% | +3.0% |
| 3M | +8.9% | -5.2% | +14.1% | +16.3% |
| 6M | +114.1% | +0.1% | +113.9% | +114.6% |
| YTD | +87.5% | +8.2% | +79.2% | +72.3% |
| 1Y | +60.8% | +10.1% | +50.7% | +45.0% |
| 3Y | +3.4% | +69.7% | -66.3% | -42.5% |
| 5Y | +44.1% | +53.4% | -9.3% | -12.0% |
| 10Y | +442.3% | +219.2% | +223.1% | +44.1% |
| All | +1,167.4% | +345.0% | +822.4% | +134.4% |
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