+261.7%
NI vs VTEB
+25.1%
+236.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.2% |
| 7D | -0.6% | -1.2% | +0.7% | +0.7% |
| 30D | -1.4% | -2.9% | +1.5% | +1.7% |
| 3M | -10.6% | -3.2% | -7.4% | -7.5% |
| 6M | -9.9% | -2.6% | -7.3% | -7.3% |
| YTD | +1.2% | -1.8% | +3.0% | +3.2% |
| 1Y | +4.4% | +0.2% | +4.2% | +4.2% |
| 3Y | +68.6% | +8.2% | +60.4% | +54.7% |
| 5Y | +98.0% | +0.8% | +97.2% | +94.8% |
| 10Y | +143.6% | +17.7% | +126.0% | +116.0% |
| All | +261.7% | +25.1% | +236.6% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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