+492.7%
NSP vs VT
+345.0%
+147.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +2.4% |
| 7D | +9.8% | -4.2% | +14.0% | +14.4% |
| 30D | +9.5% | -5.8% | +15.3% | +15.8% |
| 3M | +0.6% | -5.2% | +5.8% | +5.6% |
| 6M | +83.2% | +0.1% | +83.1% | +79.4% |
| YTD | +39.0% | +8.2% | +30.8% | +24.4% |
| 1Y | +51.8% | +10.1% | +41.7% | +33.3% |
| 3Y | -46.5% | +69.7% | -116.2% | -70.3% |
| 5Y | -49.6% | +53.4% | -103.0% | -68.8% |
| 10Y | +98.6% | +219.2% | -120.6% | -37.8% |
| All | +492.7% | +345.0% | +147.7% | +39.0% |
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