+106.1%
NRC vs VT
+221.8%
-115.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | +2.7% | +2.4% | +0.4% | +0.5% |
| 30D | +30.0% | -1.5% | +31.5% | +32.0% |
| 3M | +25.6% | -4.1% | +29.7% | +30.5% |
| 6M | +44.5% | +0.6% | +44.0% | +43.2% |
| YTD | +45.1% | +11.0% | +34.0% | +30.3% |
| 1Y | +76.7% | +13.3% | +63.4% | +55.4% |
| 3Y | -31.0% | +73.4% | -104.4% | -59.9% |
| 5Y | -36.2% | +57.4% | -93.7% | -59.6% |
| All | +106.1% | +221.8% | -115.6% | -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