-66.9%
NRDS vs VT
+62.3%
-129.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.1% |
| 7D | -6.1% | -0.1% | -6.0% | -5.9% |
| 30D | -4.4% | -0.7% | -3.7% | -3.6% |
| 3M | +14.3% | +4.0% | +10.3% | +7.6% |
| 6M | -13.3% | +12.3% | -25.6% | -27.1% |
| YTD | -30.8% | +14.0% | -44.9% | -43.3% |
| 1Y | -13.6% | +20.3% | -33.9% | -34.3% |
| 3Y | +11.2% | +75.4% | -64.3% | -49.9% |
| All | -66.9% | +62.3% | -129.2% | -83.4% |
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