-68.8%
NNBR vs VT
+374.2%
-443.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +8.0% | +0.4% | +7.5% | +7.3% |
| 30D | -6.2% | +1.0% | -7.1% | -7.4% |
| 3M | +19.2% | +2.4% | +16.8% | +16.2% |
| 6M | +139.2% | +12.0% | +127.2% | +106.2% |
| YTD | +185.9% | +15.3% | +170.6% | +136.6% |
| 1Y | +40.2% | +22.6% | +17.6% | +6.4% |
| 3Y | +79.4% | +74.7% | +4.7% | -14.5% |
| 5Y | -30.3% | +66.1% | -96.4% | -64.3% |
| 10Y | -79.2% | +225.0% | -304.2% | -95.4% |
| All | -68.8% | +374.2% | -443.0% | -95.9% |
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