+83.1%
NSP vs VT
+224.4%
-141.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.8% |
| 7D | -3.1% | -0.7% | -2.4% | -2.6% |
| 30D | +3.2% | -1.7% | +5.0% | +4.7% |
| 3M | 0.0% | -2.3% | +2.3% | +1.8% |
| 6M | +59.1% | +1.5% | +57.6% | +53.0% |
| YTD | +37.0% | +12.0% | +25.0% | +15.7% |
| 1Y | +57.7% | +12.9% | +44.8% | +31.8% |
| 3Y | -47.3% | +74.9% | -122.3% | -74.7% |
| 5Y | -49.6% | +59.9% | -109.6% | -72.7% |
| 10Y | +83.1% | +224.6% | -141.5% | -61.5% |
| All | +83.1% | +224.4% | -141.2% | -61.5% |
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