+26.3%
NSLR vs VT
+331.5%
-305.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.0% |
| 7D | +0.5% | -0.3% | +0.8% | +0.8% |
| 30D | -18.9% | -1.4% | -17.5% | -17.8% |
| 3M | -45.5% | -1.4% | -44.1% | -44.6% |
| 6M | -55.9% | +5.5% | -61.4% | -57.7% |
| YTD | -35.6% | +12.8% | -48.4% | -41.3% |
| 1Y | -36.2% | +15.4% | -51.7% | -43.0% |
| 3Y | +56.9% | +76.9% | -19.9% | -0.7% |
| 5Y | -48.3% | +60.4% | -108.7% | -64.6% |
| 10Y | +187.0% | +232.8% | -45.8% | +8.8% |
| All | +26.3% | +331.5% | -305.2% | -65.1% |
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