-74.6%
NABL vs VT
+75.8%
-150.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -3.1% | +0.4% | -3.5% | -3.5% |
| 30D | -18.6% | +1.0% | -19.6% | -19.2% |
| 3M | +5.7% | +2.4% | +3.3% | +3.2% |
| 6M | -15.2% | +12.0% | -27.2% | -25.0% |
| YTD | -45.7% | +15.3% | -61.1% | -53.5% |
| 1Y | -48.2% | +22.6% | -70.8% | -58.6% |
| 3Y | -69.8% | +74.7% | -144.5% | -83.6% |
| 5Y | -71.8% | +66.1% | -137.9% | -85.2% |
| All | -74.6% | +75.8% | -150.4% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling