+3,501.2%
NTES vs VT
+374.2%
+3,127.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -2.4% | +0.4% | -2.9% | -2.8% |
| 30D | -6.5% | +1.0% | -7.5% | -7.2% |
| 3M | -1.8% | +2.4% | -4.2% | -4.1% |
| 6M | +3.9% | +12.0% | -8.1% | -6.1% |
| YTD | -11.6% | +15.3% | -26.9% | -22.2% |
| 1Y | -8.2% | +22.6% | -30.8% | -23.3% |
| 3Y | +23.8% | +74.7% | -50.8% | -24.1% |
| 5Y | +43.5% | +66.1% | -22.7% | -7.2% |
| 10Y | +232.9% | +225.0% | +7.9% | +26.4% |
| All | +3,501.2% | +374.2% | +3,127.0% | +999.5% |
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