+67.0%
NWN vs VT
+74.0%
-7.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +0.7% | +2.4% | -1.7% | +0.3% |
| 30D | +7.6% | -1.5% | +9.1% | +7.7% |
| 3M | +3.6% | -4.1% | +7.7% | +4.2% |
| 6M | +6.9% | +0.6% | +6.4% | +6.5% |
| YTD | +16.0% | +11.0% | +5.0% | +12.0% |
| 1Y | +12.4% | +13.3% | -1.0% | +7.6% |
| 3Y | +67.0% | +73.4% | -6.4% | +18.3% |
| All | +67.0% | +74.0% | -7.0% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling