+119.1%
NBB vs VT
+390.9%
-271.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +1.2% | -2.3% | +3.6% | +1.6% |
| 30D | +5.7% | -5.0% | +10.7% | +6.5% |
| 3M | -1.6% | -4.9% | +3.3% | -0.9% |
| 6M | -3.1% | -1.5% | -1.6% | -3.0% |
| YTD | -0.5% | +8.5% | -9.0% | -1.8% |
| 1Y | -3.1% | +11.4% | -14.5% | -4.7% |
| 3Y | +27.9% | +70.1% | -42.2% | +18.3% |
| 5Y | -7.6% | +53.7% | -61.3% | -14.0% |
| 10Y | +32.3% | +220.0% | -187.7% | +15.5% |
| All | +119.1% | +390.9% | -271.8% | +90.3% |
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 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