-100.0%
NDRA vs VT
+177.4%
-277.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.6% |
| 7D | -6.8% | +2.4% | -9.1% | -9.1% |
| 30D | -7.6% | -1.5% | -6.1% | -6.3% |
| 3M | -1.3% | -4.1% | +2.8% | +3.2% |
| 6M | -22.1% | +0.6% | -22.6% | -22.6% |
| YTD | -2.6% | +11.0% | -13.7% | -14.3% |
| 1Y | -32.9% | +13.3% | -46.2% | -42.0% |
| 3Y | -99.7% | +73.4% | -173.1% | -99.9% |
| 5Y | -100.0% | +57.4% | -157.4% | -100.0% |
| All | -100.0% | +177.4% | -277.4% | -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