-95.6%
NBR vs VT
+374.2%
-469.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -0.9% | +0.4% | -1.4% | -1.8% |
| 30D | +15.6% | +1.0% | +14.6% | +13.5% |
| 3M | -10.1% | +2.4% | -12.5% | -14.8% |
| 6M | +14.2% | +12.0% | +2.2% | -9.4% |
| YTD | +67.3% | +15.3% | +52.0% | +26.3% |
| 1Y | +140.4% | +22.6% | +117.9% | +64.3% |
| 3Y | -25.0% | +74.7% | -99.7% | -70.8% |
| 5Y | +9.0% | +66.1% | -57.1% | -52.1% |
| 10Y | -80.1% | +225.0% | -305.1% | -96.3% |
| All | -95.6% | +374.2% | -469.8% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling