+207.2%
NSYS vs VT
+217.6%
-10.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | -5.4% | -0.1% | -5.3% | -5.4% |
| 30D | -5.8% | -3.1% | -2.8% | -4.6% |
| 3M | -27.0% | -3.5% | -23.5% | -25.9% |
| 6M | -16.9% | +0.5% | -17.3% | -17.0% |
| YTD | +43.9% | +10.8% | +33.1% | +37.9% |
| 1Y | +14.2% | +11.9% | +2.3% | +9.2% |
| 3Y | +13.8% | +73.0% | -59.1% | -9.7% |
| 5Y | -0.3% | +58.6% | -58.9% | -18.3% |
| 10Y | +207.2% | +219.2% | -12.0% | +139.6% |
| All | +207.2% | +217.6% | -10.5% | +139.6% |
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