-92.7%
NBP vs VT
+113.5%
-206.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -3.0% |
| 7D | -15.0% | +0.4% | -15.4% | -15.2% |
| 30D | -34.8% | -2.6% | -32.2% | -32.8% |
| 3M | -48.1% | -3.2% | -44.8% | -46.0% |
| 6M | -58.7% | +0.9% | -59.6% | -59.0% |
| YTD | -77.2% | +11.3% | -88.5% | -79.6% |
| 1Y | -77.3% | +14.0% | -91.3% | -80.2% |
| 3Y | -38.2% | +75.8% | -114.0% | -66.0% |
| 5Y | -98.4% | +57.8% | -156.3% | -99.0% |
| All | -92.7% | +113.5% | -206.3% | -96.4% |
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 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