+167.4%
NSLR vs VT
+217.6%
-50.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.3% |
| 7D | +0.8% | -0.1% | +1.0% | +1.3% |
| 30D | -17.7% | -3.1% | -14.7% | -14.9% |
| 3M | -42.1% | -3.5% | -38.6% | -39.8% |
| 6M | -54.8% | +0.5% | -55.2% | -54.5% |
| YTD | -36.7% | +10.8% | -47.4% | -41.4% |
| 1Y | -39.7% | +11.9% | -51.6% | -44.7% |
| 3Y | +67.0% | +73.0% | -6.0% | +6.6% |
| 5Y | -48.4% | +58.6% | -107.0% | -64.9% |
| 10Y | +167.4% | +219.2% | -51.8% | +5.8% |
| All | +167.4% | +217.6% | -50.3% | +5.8% |
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