-63.4%
NWG vs VT
+374.2%
-437.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +3.0% | +0.4% | +2.6% | +2.3% |
| 30D | +0.2% | +1.0% | -0.8% | -1.4% |
| 3M | +19.0% | +2.4% | +16.6% | +14.2% |
| 6M | +24.6% | +12.0% | +12.6% | +3.5% |
| YTD | +14.8% | +15.3% | -0.5% | -9.3% |
| 1Y | +42.9% | +22.6% | +20.3% | +1.9% |
| 3Y | +290.1% | +74.7% | +215.4% | +52.6% |
| 5Y | +332.1% | +66.1% | +265.9% | +80.9% |
| 10Y | +485.3% | +225.0% | +260.3% | -29.9% |
| All | -63.4% | +374.2% | -437.5% | -95.8% |
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