+122.3%
NWE vs VT
+223.7%
-101.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | 0.0% |
| 7D | +4.7% | +0.4% | +4.4% | +4.4% |
| 30D | +13.4% | -2.6% | +16.0% | +15.2% |
| 3M | +17.8% | -3.2% | +21.0% | +20.1% |
| 6M | +18.4% | +0.9% | +17.4% | +16.9% |
| YTD | +34.1% | +11.3% | +22.8% | +23.4% |
| 1Y | +34.4% | +14.0% | +20.4% | +21.6% |
| 3Y | +97.3% | +75.8% | +21.5% | +28.3% |
| 5Y | +85.7% | +57.8% | +27.8% | +29.7% |
| 10Y | +122.3% | +219.8% | -97.5% | -19.9% |
| All | +122.3% | +223.7% | -101.4% | -19.9% |
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