+2,545.5%
VRT vs NWSA
+116.4%
+2,429.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.4% | -9.2% | -9.4% |
| 7D | +2.4% | -3.1% | +5.5% | +3.8% |
| 30D | -2.7% | +4.3% | -7.0% | -4.7% |
| 3M | -9.2% | +9.2% | -18.4% | -14.4% |
| 6M | -0.5% | +21.6% | -22.1% | -12.0% |
| YTD | +62.3% | +14.2% | +48.1% | +47.0% |
| 1Y | +109.6% | +1.8% | +107.8% | +100.3% |
| 3Y | +573.1% | +44.4% | +528.6% | +435.5% |
| 5Y | +953.6% | +41.0% | +912.7% | +735.7% |
| All | +2,545.5% | +116.4% | +2,429.1% | +1,463.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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