+148.1%
NWSA vs VT
+221.8%
-73.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +3.0% |
| 7D | +2.2% | +2.4% | -0.2% | -0.3% |
| 30D | -8.8% | -1.5% | -7.3% | -7.0% |
| 3M | -6.5% | -4.1% | -2.4% | -2.2% |
| 6M | +1.5% | +0.6% | +0.9% | +0.2% |
| YTD | +4.0% | +11.0% | -7.0% | -8.1% |
| 1Y | +3.4% | +13.3% | -9.9% | -10.7% |
| 3Y | +34.8% | +73.4% | -38.5% | -27.2% |
| 5Y | +18.4% | +57.4% | -39.1% | -28.5% |
| All | +148.1% | +221.8% | -73.6% | -22.1% |
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