+163.8%
NLR vs VT
+224.4%
-60.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.1% |
| 7D | +4.4% | -0.7% | +5.1% | +5.2% |
| 30D | -8.1% | -1.7% | -6.3% | -6.4% |
| 3M | -22.7% | -2.3% | -20.4% | -20.7% |
| 6M | -36.7% | +1.5% | -38.3% | -36.9% |
| YTD | -25.8% | +12.0% | -37.9% | -31.5% |
| 1Y | -30.8% | +12.9% | -43.6% | -36.3% |
| 3Y | +40.8% | +74.9% | -34.1% | -6.6% |
| 5Y | +83.4% | +59.9% | +23.5% | +28.9% |
| 10Y | +163.8% | +224.6% | -60.9% | +11.4% |
| All | +163.8% | +224.4% | -60.6% | +11.4% |
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