+107.8%
NRC vs VT
+224.4%
-116.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.0% |
| 7D | -0.8% | -0.7% | -0.1% | -0.1% |
| 30D | +31.6% | -1.7% | +33.4% | +33.9% |
| 3M | +26.6% | -2.3% | +28.9% | +29.3% |
| 6M | +45.8% | +1.5% | +44.3% | +43.2% |
| YTD | +46.7% | +12.0% | +34.7% | +30.7% |
| 1Y | +86.0% | +12.9% | +73.2% | +64.3% |
| 3Y | -30.3% | +74.9% | -105.2% | -59.8% |
| 5Y | -36.6% | +59.9% | -96.5% | -60.4% |
| 10Y | +107.8% | +224.6% | -116.8% | -42.3% |
| All | +107.8% | +224.4% | -116.5% | -42.3% |
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