+404.6%
NWG vs VT
+222.7%
+181.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -0.5% |
| 7D | -1.4% | +2.9% | -4.3% | -4.9% |
| 30D | -10.9% | -2.5% | -8.4% | -7.9% |
| 3M | -16.9% | -3.3% | -13.6% | -13.2% |
| 6M | +4.3% | +1.5% | +2.7% | +2.6% |
| YTD | -4.7% | +11.4% | -16.0% | -15.9% |
| 1Y | +1.5% | +11.9% | -10.4% | -10.9% |
| 3Y | +292.9% | +73.9% | +219.0% | +101.4% |
| 5Y | +262.5% | +57.9% | +204.6% | +110.8% |
| All | +404.6% | +222.7% | +181.9% | 0.0% |
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