-80.5%
NNBR vs VT
+217.6%
-298.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.9% |
| 7D | -18.3% | -0.1% | -18.1% | -17.5% |
| 30D | -23.0% | -3.1% | -20.0% | -18.5% |
| 3M | -16.3% | -3.5% | -12.8% | -10.7% |
| 6M | +8.6% | +0.5% | +8.1% | +10.3% |
| YTD | +137.5% | +10.8% | +126.7% | +109.2% |
| 1Y | +92.4% | +11.9% | +80.5% | +66.6% |
| 3Y | +35.1% | +73.0% | -37.9% | -35.6% |
| 5Y | -46.2% | +58.6% | -104.8% | -70.5% |
| 10Y | -80.5% | +219.2% | -299.7% | -95.8% |
| All | -80.5% | +217.6% | -298.1% | -95.8% |
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