-79.6%
NNBR vs VT
+224.4%
-303.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.1% | +3.5% |
| 7D | -0.9% | -0.7% | -0.2% | +1.4% |
| 30D | -18.8% | -1.7% | -17.0% | -15.7% |
| 3M | -12.3% | -2.3% | -10.0% | -8.2% |
| 6M | +24.0% | +1.5% | +22.5% | +24.1% |
| YTD | +150.0% | +12.0% | +138.0% | +116.6% |
| 1Y | +105.1% | +12.9% | +92.3% | +75.4% |
| 3Y | +42.2% | +74.9% | -32.7% | -33.4% |
| 5Y | -46.8% | +59.9% | -106.7% | -71.2% |
| 10Y | -79.6% | +224.6% | -304.2% | -95.7% |
| All | -79.6% | +224.4% | -303.9% | -95.7% |
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