+23.3%
NTSE vs VT
+72.3%
-49.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.5% |
| 7D | +3.7% | +2.9% | +0.8% | +0.9% |
| 30D | -6.0% | -2.5% | -3.5% | -3.6% |
| 3M | -7.9% | -3.3% | -4.5% | -4.5% |
| 6M | -6.7% | +1.5% | -8.3% | -7.3% |
| YTD | +13.9% | +11.4% | +2.5% | +4.6% |
| 1Y | +13.4% | +11.9% | +1.5% | +3.7% |
| 3Y | +77.0% | +73.9% | +3.1% | +10.3% |
| 5Y | +25.8% | +57.9% | -32.1% | -15.2% |
| All | +23.3% | +72.3% | -49.0% | -22.3% |
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