+15.5%
NBSM vs VT
+47.3%
-31.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | -0.1% |
| 7D | +0.4% | +0.4% | 0.0% | 0.0% |
| 30D | +5.9% | -2.6% | +8.5% | +8.4% |
| 3M | +0.2% | -3.2% | +3.4% | +3.2% |
| 6M | +9.3% | +0.9% | +8.3% | +7.8% |
| YTD | +16.0% | +11.3% | +4.7% | +3.5% |
| 1Y | +17.3% | +14.0% | +3.3% | +2.0% |
| All | +15.5% | +47.3% | -31.7% | -23.8% |
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