+114.7%
NBTB vs VT
+222.7%
-107.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | -1.8% | -0.7% | -1.1% | -1.2% |
| 3M | +9.2% | +4.0% | +5.2% | +5.1% |
| 6M | +25.5% | +12.3% | +13.2% | +12.4% |
| YTD | +26.3% | +14.0% | +12.2% | +11.5% |
| 1Y | +22.6% | +20.3% | +2.2% | +3.0% |
| 3Y | +72.3% | +75.4% | -3.2% | +3.4% |
| 5Y | +73.2% | +66.0% | +7.2% | +8.5% |
| 10Y | +114.7% | +228.2% | -113.5% | -34.8% |
| All | +114.7% | +222.7% | -107.9% | -34.8% |
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