+644.6%
VRT vs NWSA
+44.8%
+599.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.5% | +4.2% |
| 7D | +13.6% | -2.6% | +16.3% | +14.4% |
| 30D | +6.8% | +4.6% | +2.2% | +5.3% |
| 3M | -3.2% | +10.2% | -13.4% | -6.6% |
| 6M | +20.3% | +21.6% | -1.3% | +9.7% |
| YTD | +79.6% | +14.6% | +65.0% | +68.4% |
| 1Y | +139.0% | +0.4% | +138.6% | +144.7% |
| 3Y | +644.6% | +45.0% | +599.6% | +487.9% |
| All | +644.6% | +44.8% | +599.8% | +487.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling