+16.3%
NSLR vs VT
+313.9%
-297.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.1% | -3.8% | -4.2% |
| 7D | -6.4% | -4.2% | -2.2% | -2.5% |
| 30D | -25.3% | -5.8% | -19.5% | -21.0% |
| 3M | -48.7% | -5.2% | -43.4% | -45.9% |
| 6M | -57.9% | +0.1% | -58.1% | -57.6% |
| YTD | -40.7% | +8.2% | -48.9% | -43.8% |
| 1Y | -42.5% | +10.1% | -52.6% | -46.3% |
| 3Y | +44.6% | +69.7% | -25.1% | -4.9% |
| 5Y | -52.7% | +53.4% | -106.1% | -66.2% |
| 10Y | +164.3% | +219.2% | -54.9% | +4.2% |
| All | +16.3% | +313.9% | -297.6% | -66.6% |
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