-96.4%
NBR vs VT
+346.0%
-442.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.1% |
| 7D | -19.4% | -2.3% | -17.0% | -16.2% |
| 30D | -8.6% | -5.0% | -3.6% | -0.6% |
| 3M | -11.9% | -4.9% | -7.0% | -4.6% |
| 6M | -26.4% | -1.5% | -24.8% | -26.0% |
| YTD | +34.8% | +8.5% | +26.3% | +12.6% |
| 1Y | +41.8% | +11.4% | +30.4% | +13.0% |
| 3Y | -24.4% | +70.1% | -94.4% | -69.3% |
| 5Y | -28.6% | +53.7% | -82.3% | -64.4% |
| 10Y | -86.1% | +220.0% | -306.0% | -97.3% |
| All | -96.4% | +346.0% | -442.5% | -99.6% |
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 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