+506.0%
NSP vs VT
+374.2%
+131.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.8% | +0.4% | -2.3% | -2.2% |
| 30D | +2.8% | +1.0% | +1.9% | +1.9% |
| 3M | +57.1% | +2.4% | +54.7% | +51.8% |
| 6M | +157.1% | +12.0% | +145.1% | +123.5% |
| YTD | +42.1% | +15.3% | +26.8% | +19.9% |
| 1Y | +0.7% | +22.6% | -21.9% | -20.2% |
| 3Y | -41.5% | +74.7% | -116.1% | -68.2% |
| 5Y | -44.8% | +66.1% | -111.0% | -68.3% |
| 10Y | +107.3% | +225.0% | -117.7% | -36.0% |
| All | +506.0% | +374.2% | +131.8% | +34.0% |
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