+157.5%
NOBL vs VT
+222.7%
-65.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.1% | +0.4% | -1.5% | -1.5% |
| 30D | -1.0% | +1.0% | -2.0% | -1.9% |
| 3M | +7.1% | +2.4% | +4.7% | +4.6% |
| 6M | +3.6% | +12.0% | -8.4% | -6.4% |
| YTD | +12.0% | +15.3% | -3.3% | -1.4% |
| 1Y | +12.7% | +22.6% | -9.9% | -6.0% |
| 3Y | +30.2% | +74.7% | -44.4% | -21.0% |
| 5Y | +35.8% | +66.1% | -30.3% | -14.4% |
| All | +157.5% | +222.7% | -65.2% | -12.4% |
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