+219.2%
VT vs NI
+181.4%
+37.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.1% | +1.5% | -1.6% | -0.6% |
| 30D | -3.1% | +11.9% | -14.9% | -6.7% |
| 3M | -3.5% | +9.1% | -12.6% | -6.4% |
| 6M | +0.5% | -1.8% | +2.2% | +0.7% |
| YTD | +10.8% | +11.4% | -0.6% | +6.1% |
| 1Y | +11.9% | +6.4% | +5.5% | +8.8% |
| 3Y | +73.0% | +98.2% | -25.3% | +33.1% |
| 5Y | +58.6% | +110.1% | -51.4% | +18.0% |
| 10Y | +219.2% | +189.0% | +30.2% | +120.3% |
| All | +219.2% | +181.4% | +37.8% | +120.3% |
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