-70.9%
NABL vs VT
+68.8%
-139.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.6% |
| 7D | -7.5% | -0.1% | -7.4% | -7.5% |
| 30D | +0.6% | -3.1% | +3.7% | +3.7% |
| 3M | +45.2% | -3.5% | +48.7% | +50.4% |
| 6M | -0.6% | +0.5% | -1.1% | -1.3% |
| YTD | -37.7% | +10.8% | -48.5% | -44.5% |
| 1Y | -39.8% | +11.9% | -51.7% | -47.0% |
| 3Y | -66.0% | +73.0% | -139.0% | -81.4% |
| 5Y | -65.4% | +58.6% | -124.0% | -80.0% |
| All | -70.9% | +68.8% | -139.7% | -81.7% |
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