+101.3%
NRC vs VT
+223.7%
-122.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +0.7% |
| 7D | +9.9% | +0.4% | +9.6% | +9.8% |
| 30D | +31.2% | -2.6% | +33.8% | +34.6% |
| 3M | +32.2% | -3.2% | +35.4% | +36.1% |
| 6M | +44.5% | +0.9% | +43.5% | +42.6% |
| YTD | +45.7% | +11.3% | +34.4% | +30.6% |
| 1Y | +87.6% | +14.0% | +73.6% | +64.0% |
| 3Y | -28.6% | +75.8% | -104.4% | -59.1% |
| 5Y | -37.3% | +57.8% | -95.1% | -60.4% |
| 10Y | +101.3% | +219.8% | -118.5% | -45.1% |
| All | +101.3% | +223.7% | -122.4% | -45.1% |
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