+209.1%
NTES vs VT
+215.5%
-6.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.1% |
| 7D | +13.9% | -2.3% | +16.2% | +16.1% |
| 30D | +7.3% | -5.0% | +12.3% | +12.3% |
| 3M | -0.3% | -4.9% | +4.6% | +4.1% |
| 6M | +10.4% | -1.5% | +12.0% | +11.1% |
| YTD | -4.1% | +8.5% | -12.5% | -12.5% |
| 1Y | -4.8% | +11.4% | -16.2% | -15.5% |
| 3Y | +25.2% | +70.1% | -44.9% | -28.1% |
| 5Y | +42.3% | +53.7% | -11.5% | -8.8% |
| All | +209.1% | +215.5% | -6.5% | -11.7% |
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