+113.3%
NESR vs VT
+37.0%
+76.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.1% | -6.6% | -4.7% |
| 7D | -10.4% | -4.2% | -6.2% | -4.3% |
| 30D | -21.7% | -5.8% | -15.9% | -13.9% |
| 3M | -31.8% | -5.2% | -26.5% | -25.7% |
| 6M | -21.3% | +0.1% | -21.5% | -20.2% |
| YTD | +22.6% | +8.2% | +14.4% | +12.8% |
| 1Y | +54.1% | +10.1% | +44.0% | +38.4% |
| All | +113.3% | +37.0% | +76.3% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling