-40.4%
NRC vs VT
+53.2%
-93.6%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -3.2% |
| 7D | +8.5% | -4.2% | +12.6% | +11.7% |
| 30D | +26.9% | -5.8% | +32.7% | +32.0% |
| 3M | +31.4% | -5.2% | +36.7% | +36.1% |
| 6M | +38.1% | +0.1% | +38.0% | +37.5% |
| YTD | +39.2% | +8.2% | +30.9% | +31.5% |
| 1Y | +87.3% | +10.1% | +77.1% | +74.6% |
| 3Y | -33.6% | +69.7% | -103.3% | -52.5% |
| 5Y | -40.4% | +53.4% | -93.8% | -55.6% |
| All | -40.4% | +53.2% | -93.6% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling