+224.6%
VT vs NI
+191.1%
+33.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +0.9% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | -1.7% | +11.2% | -13.0% | -5.3% |
| 3M | -2.3% | +9.2% | -11.5% | -5.3% |
| 6M | +1.5% | -1.8% | +3.4% | +1.8% |
| YTD | +12.0% | +12.0% | 0.0% | +7.1% |
| 1Y | +12.9% | +6.4% | +6.4% | +9.8% |
| 3Y | +74.9% | +99.4% | -24.4% | +34.4% |
| 5Y | +59.9% | +113.1% | -53.2% | +18.4% |
| 10Y | +224.6% | +192.3% | +32.3% | +123.8% |
| All | +224.6% | +191.1% | +33.6% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling