-66.2%
NRDS vs VT
+63.3%
-129.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.6% |
| 7D | -2.2% | +1.0% | -3.3% | -3.6% |
| 30D | -3.5% | -0.2% | -3.3% | -3.3% |
| 3M | +19.8% | +4.5% | +15.3% | +12.0% |
| 6M | -14.3% | +14.1% | -28.4% | -29.6% |
| YTD | -29.4% | +14.8% | -44.2% | -42.6% |
| 1Y | -14.6% | +21.2% | -35.8% | -35.7% |
| 3Y | +13.4% | +76.6% | -63.2% | -49.3% |
| All | -66.2% | +63.3% | -129.5% | -83.2% |
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