+109.8%
NSLR vs VT
+341.1%
-231.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.0% | +0.4% | -1.4% | -1.4% |
| 30D | -7.4% | +1.0% | -8.4% | -8.2% |
| 3M | -29.0% | +2.4% | -31.4% | -30.3% |
| 6M | +7.1% | +12.0% | -4.9% | -2.4% |
| YTD | +7.0% | +15.3% | -8.3% | -4.7% |
| 1Y | +19.4% | +22.6% | -3.2% | +1.1% |
| 3Y | +196.1% | +74.7% | +121.4% | +88.2% |
| 5Y | +0.4% | +66.1% | -65.8% | -33.4% |
| 10Y | +343.2% | +225.0% | +118.2% | +70.3% |
| All | +109.8% | +341.1% | -231.3% | -43.3% |
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