-100.0%
NDRA vs VT
+184.9%
-284.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -0.6% |
| 7D | -9.8% | -0.1% | -9.6% | -9.8% |
| 30D | +31.3% | -0.7% | +32.0% | +32.1% |
| 3M | +31.9% | +4.0% | +27.9% | +25.8% |
| 6M | +70.5% | +12.3% | +58.2% | +48.8% |
| YTD | +28.7% | +14.0% | +14.7% | +10.1% |
| 1Y | +40.1% | +20.3% | +19.8% | +13.9% |
| 3Y | -99.7% | +75.4% | -175.2% | -99.8% |
| 5Y | -100.0% | +66.0% | -166.0% | -100.0% |
| All | -100.0% | +184.9% | -284.9% | -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