+454.0%
VTI vs NWSA
+120.6%
+333.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -2.0% | -4.8% | +2.7% | -0.3% |
| 30D | -1.9% | +3.0% | -4.9% | -3.0% |
| 3M | +4.5% | +9.3% | -4.8% | +0.7% |
| 6M | +12.6% | +23.2% | -10.6% | +3.5% |
| YTD | +12.0% | +13.3% | -1.3% | +5.7% |
| 1Y | +17.3% | +2.9% | +14.4% | +14.5% |
| 3Y | +75.3% | +43.3% | +32.0% | +49.9% |
| 5Y | +74.0% | +40.9% | +33.1% | +46.1% |
| 10Y | +300.0% | +148.1% | +151.9% | +153.8% |
| All | +454.0% | +120.6% | +333.4% | +262.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling