+162.9%
NWFL vs VT
+222.7%
-59.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +1.6% | +0.4% | +1.2% | +1.3% |
| 30D | +1.9% | +1.0% | +1.0% | +1.1% |
| 3M | +16.0% | +2.4% | +13.6% | +13.2% |
| 6M | +18.7% | +12.0% | +6.7% | +7.3% |
| YTD | +27.8% | +15.3% | +12.4% | +12.6% |
| 1Y | +34.6% | +22.6% | +12.0% | +12.7% |
| 3Y | +45.8% | +74.7% | -28.9% | -8.7% |
| 5Y | +67.9% | +66.1% | +1.8% | +8.4% |
| All | +162.9% | +222.7% | -59.8% | -5.7% |
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 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