+953.6%
VRT vs NWSA
+39.6%
+914.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.7% | -8.9% | -9.2% |
| 7D | +2.4% | -3.4% | +5.8% | +4.4% |
| 30D | -2.7% | +3.9% | -6.6% | -5.1% |
| 3M | -9.2% | +8.9% | -18.0% | -15.7% |
| 6M | -0.5% | +21.2% | -21.7% | -15.3% |
| YTD | +62.3% | +13.8% | +48.5% | +42.8% |
| 1Y | +109.6% | +1.4% | +108.2% | +99.2% |
| 3Y | +573.1% | +44.0% | +529.1% | +374.9% |
| 5Y | +953.6% | +40.5% | +913.2% | +631.6% |
| All | +953.6% | +39.6% | +914.0% | +631.6% |
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 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