-73.8%
NRDS vs VT
+57.7%
-131.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.5% |
| 7D | -31.5% | -0.1% | -31.4% | -31.5% |
| 30D | -23.8% | -3.1% | -20.8% | -20.9% |
| 3M | -24.3% | -3.5% | -20.8% | -21.1% |
| 6M | -18.8% | +0.5% | -19.2% | -20.6% |
| YTD | -45.2% | +10.8% | -56.0% | -53.5% |
| 1Y | -48.3% | +11.9% | -60.2% | -56.8% |
| 3Y | -31.4% | +73.0% | -104.3% | -68.8% |
| 5Y | -68.4% | +58.6% | -127.0% | -83.5% |
| All | -73.8% | +57.7% | -131.4% | -86.4% |
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