+173.1%
NWFL vs VT
+223.7%
-50.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | -0.5% |
| 7D | +0.2% | +0.4% | -0.1% | -0.1% |
| 30D | +9.1% | -2.6% | +11.7% | +11.3% |
| 3M | +8.2% | -3.2% | +11.4% | +10.8% |
| 6M | +21.2% | +0.9% | +20.3% | +19.4% |
| YTD | +34.7% | +11.3% | +23.4% | +21.8% |
| 1Y | +41.8% | +14.0% | +27.8% | +25.7% |
| 3Y | +61.4% | +75.8% | -14.4% | -0.1% |
| 5Y | +68.6% | +57.8% | +10.8% | +13.4% |
| 10Y | +173.1% | +219.8% | -46.7% | -11.2% |
| All | +173.1% | +223.7% | -50.6% | -11.2% |
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