-96.1%
NRDY vs VT
+94.8%
-190.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -3.8% |
| 7D | -9.6% | +2.4% | -12.0% | -12.4% |
| 30D | -8.0% | -1.5% | -6.5% | -5.3% |
| 3M | -48.2% | -4.1% | -44.1% | -44.5% |
| 6M | -54.8% | +0.6% | -55.4% | -55.4% |
| YTD | -63.9% | +11.0% | -74.9% | -69.7% |
| 1Y | -57.6% | +13.3% | -71.0% | -65.5% |
| 3Y | -85.2% | +73.4% | -158.6% | -93.6% |
| 5Y | -95.4% | +57.4% | -152.8% | -97.9% |
| All | -96.1% | +94.8% | -190.9% | -98.2% |
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 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