+6.1%
NBH vs VT
+223.7%
-217.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.3% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | +8.5% | -2.6% | +11.1% | +9.2% |
| 3M | -5.0% | -3.2% | -1.8% | -4.2% |
| 6M | -5.0% | +0.9% | -6.0% | -5.4% |
| YTD | 0.0% | +11.3% | -11.3% | -3.1% |
| 1Y | 0.0% | +14.0% | -14.0% | -3.7% |
| 3Y | +21.2% | +75.8% | -54.6% | +3.2% |
| 5Y | -19.8% | +57.8% | -77.7% | -30.2% |
| 10Y | +6.1% | +219.8% | -213.7% | -28.8% |
| All | +6.1% | +223.7% | -217.6% | -28.8% |
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