+107.2%
NRC vs VT
+215.5%
-108.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.3% |
| 7D | +8.5% | -2.3% | +10.8% | +11.2% |
| 30D | +28.1% | -5.0% | +33.0% | +34.4% |
| 3M | +33.9% | -4.9% | +38.7% | +40.1% |
| 6M | +47.1% | -1.5% | +48.6% | +48.5% |
| YTD | +41.2% | +8.5% | +32.8% | +29.7% |
| 1Y | +86.5% | +11.4% | +75.1% | +66.5% |
| 3Y | -33.1% | +70.1% | -103.2% | -60.4% |
| 5Y | -39.5% | +53.7% | -93.3% | -60.9% |
| All | +107.2% | +215.5% | -108.3% | -43.8% |
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