-75.9%
NABL vs VT
+74.9%
-150.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.7% |
| 7D | +0.8% | +1.0% | -0.2% | -0.2% |
| 30D | -22.8% | -0.2% | -22.6% | -22.5% |
| 3M | +10.6% | +4.5% | +6.1% | +5.8% |
| 6M | -22.7% | +14.1% | -36.7% | -32.9% |
| YTD | -48.5% | +14.8% | -63.3% | -55.7% |
| 1Y | -53.7% | +21.2% | -74.9% | -62.5% |
| 3Y | -71.4% | +76.6% | -147.9% | -84.6% |
| 5Y | -73.8% | +66.6% | -140.4% | -86.0% |
| All | -75.9% | +74.9% | -150.8% | -85.4% |
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