-100.0%
NDRA vs VT
+176.8%
-276.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -0.9% |
| 7D | -1.9% | -0.1% | -1.7% | -2.0% |
| 30D | -12.6% | -3.1% | -9.6% | -9.7% |
| 3M | +7.4% | -3.5% | +10.9% | +11.5% |
| 6M | -3.6% | +0.5% | -4.1% | -4.3% |
| YTD | +5.3% | +10.8% | -5.5% | -7.1% |
| 1Y | -13.6% | +11.9% | -25.5% | -24.4% |
| 3Y | -99.7% | +73.0% | -172.7% | -99.8% |
| 5Y | -100.0% | +58.6% | -158.6% | -100.0% |
| All | -100.0% | +176.8% | -276.8% | -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 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