-100.0%
NSPR vs VT
+326.2%
-426.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.2% | +9.1% | +9.3% |
| 7D | +55.6% | -2.3% | +57.9% | +58.1% |
| 30D | +37.3% | -5.0% | +42.2% | +41.3% |
| 3M | -2.8% | -4.9% | +2.1% | 0.0% |
| 6M | -39.7% | -1.5% | -38.1% | -38.9% |
| YTD | -60.7% | +8.5% | -69.2% | -61.9% |
| 1Y | -64.3% | +11.4% | -75.7% | -65.8% |
| 3Y | -79.0% | +70.1% | -149.1% | -83.5% |
| 5Y | -83.3% | +53.7% | -137.0% | -86.2% |
| 10Y | -100.0% | +220.0% | -320.0% | -100.0% |
| All | -100.0% | +326.2% | -426.2% | -100.0% |
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