+87.7%
NSP vs VT
+221.8%
-134.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.6% |
| 7D | +1.3% | +2.4% | -1.0% | -1.4% |
| 30D | +1.8% | -1.5% | +3.3% | +3.0% |
| 3M | -5.0% | -4.1% | -0.9% | -1.3% |
| 6M | +78.2% | +0.6% | +77.6% | +73.3% |
| YTD | +38.1% | +11.0% | +27.1% | +17.7% |
| 1Y | +63.6% | +13.3% | +50.2% | +35.9% |
| 3Y | -46.5% | +73.4% | -119.9% | -74.0% |
| 5Y | -49.2% | +57.4% | -106.7% | -71.9% |
| All | +87.7% | +221.8% | -134.0% | -59.5% |
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