-64.3%
NB vs VT
+81.4%
-145.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -4.1% | -4.8% | -3.6% |
| 7D | -24.0% | -4.2% | -19.8% | -19.4% |
| 30D | -23.2% | -5.8% | -17.4% | -16.4% |
| 3M | -46.1% | -5.2% | -40.9% | -41.5% |
| 6M | -54.2% | +0.1% | -54.3% | -52.1% |
| YTD | -49.0% | +8.2% | -57.2% | -49.5% |
| 1Y | -55.5% | +10.1% | -65.6% | -56.2% |
| 3Y | -33.2% | +69.7% | -102.9% | -41.7% |
| All | -64.3% | +81.4% | -145.6% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling