-93.1%
NBP vs VT
+114.9%
-208.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -1.1% |
| 7D | -14.8% | -0.7% | -14.1% | -13.9% |
| 30D | -34.8% | -1.7% | -33.0% | -33.4% |
| 3M | -53.2% | -2.3% | -50.9% | -51.8% |
| 6M | -59.0% | +1.5% | -60.5% | -59.5% |
| YTD | -78.4% | +12.0% | -90.4% | -80.8% |
| 1Y | -79.6% | +12.9% | -92.5% | -82.1% |
| 3Y | -45.2% | +74.9% | -120.1% | -69.7% |
| 5Y | -98.6% | +59.9% | -158.5% | -99.1% |
| All | -93.1% | +114.9% | -208.1% | -96.6% |
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