-62.0%
NEBX vs VT
+17.6%
-79.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.1% | -0.6% | -33.5% | -29.8% |
| 7D | +5.7% | +2.9% | +2.8% | -8.1% |
| 30D | -68.8% | -2.5% | -66.3% | -56.9% |
| 3M | -82.3% | -3.3% | -79.0% | -73.6% |
| 6M | -78.2% | +1.5% | -79.7% | -71.3% |
| YTD | -32.9% | +11.4% | -44.2% | -41.7% |
| 1Y | -53.4% | +11.9% | -65.3% | -59.9% |
| All | -62.0% | +17.6% | -79.6% | -70.7% |
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