+213.7%
VT vs NWSA
+144.8%
+68.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -2.3% | -9.4% | +7.1% | +0.8% |
| 30D | -5.0% | -7.8% | +2.8% | -2.6% |
| 3M | -4.9% | -10.8% | +5.9% | -1.6% |
| 6M | -1.5% | +1.1% | -2.6% | -3.1% |
| YTD | +8.5% | +1.8% | +6.7% | +6.0% |
| 1Y | +11.4% | +6.0% | +5.4% | +7.0% |
| 3Y | +70.1% | +24.6% | +45.5% | +52.3% |
| 5Y | +53.7% | +13.1% | +40.6% | +38.8% |
| All | +213.7% | +144.8% | +68.9% | +104.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling