+133.1%
NWE vs VT
+222.7%
-89.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +1.1% |
| 7D | +4.4% | +2.9% | +1.5% | +2.4% |
| 30D | +13.7% | -2.5% | +16.2% | +15.5% |
| 3M | +22.5% | -3.3% | +25.8% | +24.9% |
| 6M | +22.0% | +1.5% | +20.5% | +20.0% |
| YTD | +36.5% | +11.4% | +25.2% | +25.5% |
| 1Y | +32.2% | +11.9% | +20.3% | +21.1% |
| 3Y | +102.0% | +73.9% | +28.1% | +32.4% |
| 5Y | +86.3% | +57.9% | +28.4% | +30.2% |
| All | +133.1% | +222.7% | -89.6% | -15.6% |
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