-70.1%
NABL vs VT
+70.8%
-140.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.6% | +1.6% |
| 7D | -5.5% | -0.7% | -4.8% | -4.9% |
| 30D | +6.2% | -1.7% | +8.0% | +8.0% |
| 3M | +52.1% | -2.3% | +54.4% | +55.7% |
| 6M | +17.1% | +1.5% | +15.6% | +15.1% |
| YTD | -36.0% | +12.0% | -48.0% | -43.6% |
| 1Y | -39.7% | +12.9% | -52.6% | -47.4% |
| 3Y | -65.0% | +74.9% | -140.0% | -81.1% |
| 5Y | -63.5% | +59.9% | -123.4% | -79.1% |
| All | -70.1% | +70.8% | -140.8% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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