+159.5%
NLR vs VT
+222.7%
-63.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.4% |
| 7D | +5.6% | +2.9% | +2.7% | +3.0% |
| 30D | -10.0% | -2.5% | -7.5% | -7.7% |
| 3M | -24.5% | -3.3% | -21.2% | -21.8% |
| 6M | -36.1% | +1.5% | -37.6% | -36.2% |
| YTD | -28.0% | +11.4% | -39.3% | -33.1% |
| 1Y | -32.9% | +11.9% | -44.9% | -37.8% |
| 3Y | +36.7% | +73.9% | -37.1% | -8.8% |
| 5Y | +78.8% | +57.9% | +20.9% | +27.0% |
| All | +159.5% | +222.7% | -63.2% | +10.3% |
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