+124.8%
NWN vs VT
+346.0%
-221.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.6% | -2.3% | +6.0% | +4.9% |
| 30D | +9.4% | -5.0% | +14.4% | +12.4% |
| 3M | +3.0% | -4.9% | +7.8% | +5.6% |
| 6M | +8.5% | -1.5% | +10.0% | +8.7% |
| YTD | +15.2% | +8.5% | +6.7% | +8.5% |
| 1Y | +15.6% | +11.4% | +4.2% | +7.1% |
| 3Y | +57.0% | +70.1% | -13.0% | +12.0% |
| 5Y | +37.1% | +53.7% | -16.6% | +2.6% |
| 10Y | +34.9% | +220.0% | -185.0% | -34.7% |
| All | +124.8% | +346.0% | -221.2% | -16.2% |
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 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