+170.6%
NWS vs VT
+224.5%
-53.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | -2.7% | +0.4% | -3.2% | -3.2% |
| 30D | +2.3% | +1.0% | +1.4% | +1.2% |
| 3M | +10.1% | +2.4% | +7.8% | +6.5% |
| 6M | +27.5% | +12.0% | +15.5% | +11.5% |
| YTD | +14.8% | +15.3% | -0.5% | -2.9% |
| 1Y | +2.9% | +22.6% | -19.7% | -18.6% |
| 3Y | +59.0% | +74.7% | -15.6% | -15.4% |
| 5Y | +60.0% | +66.1% | -6.2% | -9.3% |
| All | +170.6% | +224.5% | -53.9% | -23.8% |
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 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