+78.2%
NBHC vs VT
+221.8%
-143.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.1% |
| 7D | +1.2% | +2.4% | -1.2% | -1.0% |
| 30D | +0.6% | -1.5% | +2.1% | +1.8% |
| 3M | -13.5% | -4.1% | -9.3% | -10.3% |
| 6M | -7.2% | +0.6% | -7.8% | -8.5% |
| YTD | +0.6% | +11.0% | -10.5% | -10.1% |
| 1Y | +5.0% | +13.3% | -8.3% | -8.0% |
| 3Y | +28.0% | +73.4% | -45.4% | -25.3% |
| 5Y | -5.1% | +57.4% | -62.5% | -39.3% |
| All | +78.2% | +221.8% | -143.6% | -40.5% |
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