-93.5%
NRDY vs VT
+100.1%
-193.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +2.6% |
| 7D | +1.2% | -1.1% | +2.3% | +3.0% |
| 30D | -14.0% | -1.0% | -13.0% | -12.5% |
| 3M | -34.2% | +3.2% | -37.4% | -37.7% |
| 6M | -32.3% | +12.5% | -44.7% | -44.3% |
| YTD | -39.4% | +14.1% | -53.4% | -51.3% |
| 1Y | -52.2% | +18.9% | -71.1% | -64.0% |
| 3Y | -86.1% | +74.1% | -160.2% | -94.0% |
| 5Y | -93.7% | +66.9% | -160.5% | -97.3% |
| All | -93.5% | +100.1% | -193.6% | -97.1% |
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