+31.4%
NSYS vs VT
+345.0%
-313.6%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.2% | -2.7% |
| 7D | -4.1% | -4.2% | +0.1% | -2.9% |
| 30D | -6.9% | -5.8% | -1.1% | -5.3% |
| 3M | -25.5% | -5.2% | -20.3% | -24.3% |
| 6M | -24.0% | +0.1% | -24.1% | -23.9% |
| YTD | +41.3% | +8.2% | +33.1% | +38.3% |
| 1Y | +8.5% | +10.1% | -1.7% | +5.8% |
| 3Y | +26.2% | +69.7% | -43.5% | +8.7% |
| 5Y | -1.0% | +53.4% | -54.4% | -12.9% |
| 10Y | +174.9% | +219.2% | -44.4% | +102.9% |
| All | +31.4% | +345.0% | -313.6% | -0.8% |
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