+24.7%
NTSE vs VT
+72.2%
-47.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +0.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.6% |
| 30D | -6.5% | -2.6% | -3.9% | -4.0% |
| 3M | -5.7% | -3.2% | -2.4% | -2.4% |
| 6M | -9.0% | +0.9% | -9.9% | -9.0% |
| YTD | +15.1% | +11.3% | +3.8% | +5.7% |
| 1Y | +17.0% | +14.0% | +3.0% | +5.2% |
| 3Y | +80.5% | +75.8% | +4.6% | +11.3% |
| 5Y | +28.1% | +57.8% | -29.7% | -13.6% |
| All | +24.7% | +72.2% | -47.5% | -21.4% |
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