+285.4%
NTB vs VT
+230.9%
+54.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | +3.9% | +1.0% | +2.9% | +2.7% |
| 30D | -1.0% | -0.2% | -0.8% | -0.7% |
| 3M | +6.1% | +4.5% | +1.5% | +0.3% |
| 6M | +24.3% | +14.1% | +10.2% | +5.6% |
| YTD | +26.1% | +14.8% | +11.4% | +6.2% |
| 1Y | +40.1% | +21.2% | +18.9% | +10.1% |
| 3Y | +145.4% | +76.6% | +68.8% | +20.4% |
| 5Y | +140.1% | +66.6% | +73.5% | +26.8% |
| All | +285.4% | +230.9% | +54.5% | +9.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling