-86.5%
NBR vs VT
+217.6%
-304.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.4% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -4.2% | -3.1% | -1.1% | +1.5% |
| 3M | -13.9% | -3.5% | -10.4% | -8.3% |
| 6M | -20.6% | +0.5% | -21.1% | -23.5% |
| YTD | +42.4% | +10.8% | +31.6% | +10.2% |
| 1Y | +48.3% | +11.9% | +36.5% | +12.5% |
| 3Y | -13.4% | +73.0% | -86.4% | -71.7% |
| 5Y | -23.3% | +58.6% | -81.9% | -69.0% |
| 10Y | -86.5% | +219.2% | -305.7% | -98.0% |
| All | -86.5% | +217.6% | -304.2% | -98.0% |
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