+24.4%
NRK vs VT
+217.6%
-193.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -1.6% | -0.1% | -1.4% | -1.6% |
| 30D | +2.3% | -3.1% | +5.4% | +3.1% |
| 3M | -8.1% | -3.5% | -4.6% | -7.3% |
| 6M | -8.4% | +0.5% | -8.9% | -8.6% |
| YTD | +0.1% | +10.8% | -10.7% | -2.4% |
| 1Y | -0.2% | +11.9% | -12.1% | -2.9% |
| 3Y | +26.6% | +73.0% | -46.4% | +10.3% |
| 5Y | -6.4% | +58.6% | -65.0% | -17.3% |
| 10Y | +24.4% | +219.2% | -194.7% | -13.0% |
| All | +24.4% | +217.6% | -193.2% | -13.0% |
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