+397.6%
VRT vs NWSA
+29.1%
+368.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | +18.6% | -0.8% | +19.4% | +18.8% |
| 30D | -11.7% | -11.3% | -0.3% | -9.3% |
| 3M | -27.3% | -8.1% | -19.2% | -26.1% |
| 6M | -42.9% | -0.7% | -42.2% | -43.6% |
| YTD | +29.5% | +1.3% | +28.2% | +26.0% |
| 1Y | +21.0% | -1.3% | +22.4% | +19.9% |
| All | +397.6% | +29.1% | +368.5% | +379.6% |
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