-80.5%
NBR vs VT
+222.7%
-303.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.2% |
| 7D | -5.3% | -0.1% | -5.2% | -5.1% |
| 30D | +0.8% | -0.7% | +1.5% | +2.1% |
| 3M | -6.1% | +4.0% | -10.1% | -14.6% |
| 6M | +11.6% | +12.3% | -0.7% | -15.3% |
| YTD | +66.7% | +14.0% | +52.7% | +22.7% |
| 1Y | +124.9% | +20.3% | +104.6% | +49.2% |
| 3Y | -27.1% | +75.4% | -102.6% | -76.6% |
| 5Y | +7.2% | +66.0% | -58.7% | -60.1% |
| 10Y | -80.5% | +228.2% | -308.7% | -97.6% |
| All | -80.5% | +222.7% | -303.2% | -97.6% |
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