+595.8%
NWE vs VT
+346.0%
+249.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.7% |
| 7D | +3.7% | -2.3% | +6.0% | +5.1% |
| 30D | +11.8% | -5.0% | +16.8% | +15.2% |
| 3M | +18.8% | -4.9% | +23.7% | +22.3% |
| 6M | +18.6% | -1.5% | +20.1% | +19.1% |
| YTD | +31.9% | +8.5% | +23.5% | +24.3% |
| 1Y | +36.0% | +11.4% | +24.6% | +26.0% |
| 3Y | +84.6% | +70.1% | +14.5% | +29.3% |
| 5Y | +76.8% | +53.7% | +23.1% | +30.1% |
| 10Y | +123.1% | +220.0% | -96.9% | +3.0% |
| All | +595.8% | +346.0% | +249.8% | +138.3% |
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 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