+108.5%
NREF vs VT
+124.0%
-15.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | +3.2% | +0.4% | +2.7% | +2.9% |
| 30D | +5.1% | +1.0% | +4.2% | +4.5% |
| 3M | +16.3% | +2.4% | +13.9% | +14.1% |
| 6M | +28.0% | +12.0% | +16.0% | +18.1% |
| YTD | +35.2% | +15.3% | +19.9% | +22.2% |
| 1Y | +31.5% | +22.6% | +9.0% | +13.9% |
| 3Y | +58.1% | +74.7% | -16.6% | +7.4% |
| 5Y | +56.4% | +66.1% | -9.8% | +7.6% |
| All | +108.5% | +124.0% | -15.5% | +36.6% |
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