+149.4%
NBHC vs VT
+322.3%
-172.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | +0.9% |
| 7D | -0.9% | -4.2% | +3.3% | +2.7% |
| 30D | -2.7% | -5.8% | +3.1% | +2.3% |
| 3M | -13.2% | -5.2% | -8.0% | -9.4% |
| 6M | -11.6% | +0.1% | -11.7% | -12.4% |
| YTD | +0.3% | +8.2% | -8.0% | -7.4% |
| 1Y | +5.7% | +10.1% | -4.4% | -3.9% |
| 3Y | +26.3% | +69.7% | -43.3% | -20.9% |
| 5Y | -4.6% | +53.4% | -58.0% | -35.1% |
| 10Y | +99.3% | +219.2% | -119.9% | -20.9% |
| All | +149.4% | +322.3% | -172.9% | -7.4% |
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