-31.0%
NBR vs VT
+53.4%
-84.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.1% |
| 7D | -19.4% | -2.3% | -17.0% | -16.4% |
| 30D | -8.6% | -5.0% | -3.6% | -1.2% |
| 3M | -11.9% | -4.9% | -7.0% | -5.1% |
| 6M | -26.4% | -1.5% | -24.8% | -26.1% |
| YTD | +34.8% | +8.5% | +26.3% | +12.6% |
| 1Y | +41.8% | +11.4% | +30.4% | +12.8% |
| 3Y | -24.4% | +70.1% | -94.4% | -69.0% |
| All | -31.0% | +53.4% | -84.4% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling