+495.3%
NWE vs VT
+374.2%
+121.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.7% | +0.4% | +0.2% | +0.4% |
| 30D | +3.3% | +1.0% | +2.4% | +2.7% |
| 3M | +3.6% | +2.4% | +1.2% | +1.8% |
| 6M | +1.7% | +12.0% | -10.4% | -5.7% |
| YTD | +12.9% | +15.3% | -2.5% | +2.6% |
| 1Y | +29.0% | +22.6% | +6.4% | +12.7% |
| 3Y | +63.3% | +74.7% | -11.4% | +12.9% |
| 5Y | +38.5% | +66.1% | -27.6% | -2.8% |
| 10Y | +85.5% | +225.0% | -139.5% | -15.1% |
| All | +495.3% | +374.2% | +121.1% | +96.7% |
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