+3,720.7%
NTES vs VT
+345.0%
+3,375.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.1% | +8.4% | +7.8% |
| 7D | +12.9% | -4.2% | +17.1% | +16.7% |
| 30D | +6.3% | -5.8% | +12.1% | +11.5% |
| 3M | -0.8% | -5.2% | +4.4% | +3.4% |
| 6M | +11.1% | +0.1% | +10.9% | +10.1% |
| YTD | -6.2% | +8.2% | -14.4% | -13.2% |
| 1Y | -6.8% | +10.1% | -16.9% | -15.1% |
| 3Y | +21.1% | +69.7% | -48.6% | -24.3% |
| 5Y | +39.1% | +53.4% | -14.3% | -4.2% |
| 10Y | +211.8% | +219.2% | -7.4% | +19.9% |
| All | +3,720.7% | +345.0% | +3,375.7% | +1,126.2% |
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