-100.0%
NDRA vs VT
+188.2%
-288.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +20.9% | +0.4% | +20.4% | +20.1% |
| 30D | +33.3% | +1.0% | +32.3% | +31.6% |
| 3M | +26.8% | +2.4% | +24.5% | +23.5% |
| 6M | +66.2% | +12.0% | +54.2% | +45.7% |
| YTD | +33.6% | +15.3% | +18.2% | +12.8% |
| 1Y | +42.0% | +22.6% | +19.4% | +13.0% |
| 3Y | -99.7% | +74.7% | -174.4% | -99.8% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| All | -100.0% | +188.2% | -288.2% | -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