+228.7%
VTV vs NWSA
+149.4%
+79.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.1% | -2.8% | +1.7% | -0.2% |
| 30D | -1.0% | +3.0% | -4.1% | -2.1% |
| 3M | +4.6% | +12.3% | -7.7% | +0.2% |
| 6M | +13.5% | +21.9% | -8.4% | +5.3% |
| YTD | +18.5% | +13.6% | +4.9% | +12.2% |
| 1Y | +22.9% | +0.5% | +22.4% | +21.2% |
| 3Y | +67.8% | +43.8% | +24.1% | +44.1% |
| 5Y | +81.8% | +41.2% | +40.7% | +52.5% |
| All | +228.7% | +149.4% | +79.3% | +106.5% |
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