+12.9%
NBSM vs VT
+43.5%
-30.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | -0.4% | -2.3% | +1.9% | +1.8% |
| 30D | +4.3% | -5.0% | +9.3% | +9.3% |
| 3M | -1.6% | -4.9% | +3.3% | +3.0% |
| 6M | +6.4% | -1.5% | +7.9% | +7.4% |
| YTD | +13.4% | +8.5% | +4.9% | +3.6% |
| 1Y | +15.7% | +11.4% | +4.3% | +2.7% |
| All | +12.9% | +43.5% | -30.6% | -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 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