-70.0%
NABL vs VT
+69.7%
-139.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | -2.4% | +2.9% | -5.3% | -5.2% |
| 30D | +6.0% | -2.5% | +8.5% | +8.6% |
| 3M | +48.1% | -3.3% | +51.5% | +53.3% |
| 6M | +22.8% | +1.5% | +21.2% | +20.6% |
| YTD | -35.8% | +11.4% | -47.2% | -43.1% |
| 1Y | -40.1% | +11.9% | -52.0% | -47.2% |
| 3Y | -65.0% | +73.9% | -138.8% | -81.0% |
| 5Y | -64.0% | +57.9% | -121.9% | -79.2% |
| All | -70.0% | +69.7% | -139.7% | -81.3% |
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