+25.3%
NRK vs VT
+223.7%
-198.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.7% |
| 7D | +0.6% | +0.4% | +0.3% | +0.5% |
| 30D | +4.6% | -2.6% | +7.2% | +5.2% |
| 3M | -5.7% | -3.2% | -2.4% | -5.0% |
| 6M | -6.4% | +0.9% | -7.3% | -6.7% |
| YTD | +2.3% | +11.3% | -9.0% | -0.3% |
| 1Y | +2.1% | +14.0% | -11.9% | -1.1% |
| 3Y | +29.5% | +75.8% | -46.3% | +12.4% |
| 5Y | -5.6% | +57.8% | -63.5% | -16.5% |
| 10Y | +25.3% | +219.8% | -194.5% | -12.9% |
| All | +25.3% | +223.7% | -198.4% | -12.9% |
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