-42.9%
VRT vs NWSA
-2.4%
-40.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +0.6% |
| 7D | +18.6% | -0.8% | +19.4% | +18.2% |
| 30D | -11.7% | -11.3% | -0.3% | -14.2% |
| 3M | -27.3% | -8.1% | -19.2% | -25.8% |
| 6M | -42.9% | -0.7% | -42.2% | -30.8% |
| All | -42.9% | -2.4% | -40.5% | -30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling