-27.2%
NRDS vs VT
+69.7%
-96.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -31.0% | +0.2% | -31.2% | -31.2% |
| 7D | -29.4% | -2.3% | -27.1% | -27.5% |
| 30D | -13.2% | -5.0% | -8.2% | -7.9% |
| 3M | -10.7% | -4.9% | -5.9% | -5.5% |
| 6M | -29.6% | -1.5% | -28.0% | -29.2% |
| YTD | -41.8% | +8.5% | -50.3% | -49.2% |
| 1Y | -34.1% | +11.4% | -45.5% | -44.8% |
| All | -27.2% | +69.7% | -96.9% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling