+688.8%
VRT vs NWSA
+15.3%
+673.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.7% |
| 7D | +18.6% | -0.8% | +19.4% | +19.2% |
| 30D | -11.7% | -11.3% | -0.3% | -6.0% |
| 3M | -27.3% | -8.1% | -19.2% | -24.8% |
| 6M | -42.9% | -0.7% | -42.2% | -45.2% |
| YTD | +29.5% | +1.3% | +28.2% | +20.0% |
| 1Y | +21.0% | -1.3% | +22.4% | +14.4% |
| 3Y | +403.1% | +28.4% | +374.7% | +270.1% |
| 5Y | +688.8% | +15.3% | +673.5% | +509.0% |
| All | +688.8% | +15.3% | +673.5% | +509.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling