+1,119.4%
NBIS vs VT
+38.3%
+1,081.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.2% | +9.3% |
| 7D | +22.2% | +1.0% | +21.2% | +18.4% |
| 30D | +29.7% | -0.2% | +30.0% | +31.3% |
| 3M | +11.9% | +4.5% | +7.3% | +1.5% |
| 6M | +173.0% | +14.1% | +159.0% | +94.4% |
| YTD | +191.4% | +14.8% | +176.6% | +108.8% |
| 1Y | +280.7% | +21.2% | +259.5% | +136.2% |
| All | +1,119.4% | +38.3% | +1,081.1% | +578.8% |
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