+39.3%
NLR vs VT
+74.4%
-35.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.2% | -2.9% |
| 7D | +1.2% | -0.1% | +1.4% | +1.4% |
| 30D | -11.8% | -3.1% | -8.8% | -7.4% |
| 3M | -22.1% | -3.5% | -18.6% | -17.4% |
| 6M | -35.3% | +0.5% | -35.8% | -34.9% |
| YTD | -26.6% | +10.8% | -37.4% | -34.8% |
| 1Y | -33.1% | +11.9% | -45.0% | -41.2% |
| 3Y | +39.3% | +73.0% | -33.7% | -22.9% |
| All | +39.3% | +74.4% | -35.1% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling