+76.8%
NREF vs VT
+119.1%
-42.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.3% | +0.3% |
| 7D | -5.0% | -0.3% | -4.7% | -4.8% |
| 30D | -5.4% | -1.4% | -3.9% | -4.5% |
| 3M | -12.3% | -1.4% | -10.9% | -11.5% |
| 6M | +4.9% | +5.5% | -0.6% | +0.8% |
| YTD | +14.6% | +12.8% | +1.8% | +5.1% |
| 1Y | +24.9% | +15.4% | +9.5% | +12.7% |
| 3Y | +36.6% | +76.9% | -40.2% | -8.1% |
| 5Y | +37.2% | +60.4% | -23.2% | -3.5% |
| All | +76.8% | +119.1% | -42.3% | +17.5% |
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 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