-92.7%
NBP vs VT
+108.1%
-200.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -23.8% | -2.3% | -21.5% | -21.6% |
| 30D | -33.6% | -5.0% | -28.6% | -29.6% |
| 3M | -46.5% | -4.9% | -41.6% | -43.2% |
| 6M | -59.6% | -1.5% | -58.0% | -58.7% |
| YTD | -77.1% | +8.5% | -85.6% | -78.9% |
| 1Y | -78.3% | +11.4% | -89.7% | -80.6% |
| 3Y | -47.7% | +70.1% | -117.8% | -70.1% |
| 5Y | -98.5% | +53.7% | -152.2% | -99.1% |
| All | -92.7% | +108.1% | -200.8% | -96.3% |
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 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