+45.2%
NRO vs VT
+224.5%
-179.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.1% | +0.4% | -3.5% | -3.5% |
| 30D | -3.3% | +1.0% | -4.3% | -4.2% |
| 3M | +0.3% | +2.4% | -2.0% | -2.3% |
| 6M | -1.5% | +12.0% | -13.5% | -12.2% |
| YTD | +2.2% | +15.3% | -13.2% | -11.6% |
| 1Y | -1.8% | +22.6% | -24.4% | -20.1% |
| 3Y | +41.5% | +74.7% | -33.2% | -19.7% |
| 5Y | -2.2% | +66.1% | -68.3% | -41.9% |
| All | +45.2% | +224.5% | -179.2% | -55.7% |
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