-73.7%
NNBR vs VT
+357.6%
-431.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.6% | +9.8% | +8.6% |
| 7D | -16.9% | +0.4% | -17.3% | -16.7% |
| 30D | -21.8% | -2.6% | -19.2% | -17.9% |
| 3M | -18.0% | -3.2% | -14.8% | -13.2% |
| 6M | +10.4% | +0.9% | +9.4% | +11.3% |
| YTD | +141.4% | +11.3% | +130.1% | +112.2% |
| 1Y | +86.1% | +14.0% | +72.1% | +57.6% |
| 3Y | +41.1% | +75.8% | -34.7% | -32.8% |
| 5Y | -45.2% | +57.8% | -103.0% | -69.5% |
| 10Y | -78.7% | +219.8% | -298.5% | -95.2% |
| All | -73.7% | +357.6% | -431.3% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling