+197.1%
NSYS vs VT
+215.5%
-18.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.4% | +6.6% |
| 7D | +7.7% | -2.3% | +10.0% | +8.8% |
| 30D | +0.4% | -5.0% | +5.4% | +2.7% |
| 3M | -21.8% | -4.9% | -16.9% | -20.1% |
| 6M | -15.2% | -1.5% | -13.6% | -14.4% |
| YTD | +50.7% | +8.5% | +42.3% | +45.9% |
| 1Y | +15.7% | +11.4% | +4.3% | +11.0% |
| 3Y | +32.7% | +70.1% | -37.4% | +6.0% |
| 5Y | +5.6% | +53.7% | -48.2% | -12.3% |
| All | +197.1% | +215.5% | -18.4% | +116.4% |
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 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