+24.4%
NREF vs VT
+53.2%
-28.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.1% | -3.1% | -4.0% |
| 7D | -11.2% | -4.2% | -7.1% | -8.1% |
| 30D | -12.1% | -5.8% | -6.3% | -7.9% |
| 3M | -17.3% | -5.2% | -12.0% | -13.7% |
| 6M | -5.4% | +0.1% | -5.5% | -5.9% |
| YTD | +6.4% | +8.2% | -1.8% | -0.7% |
| 1Y | +16.0% | +10.1% | +5.9% | +6.7% |
| 3Y | +26.8% | +69.7% | -42.8% | -20.1% |
| 5Y | +24.4% | +53.4% | -29.0% | -19.3% |
| All | +24.4% | +53.2% | -28.8% | -19.3% |
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