+53.3%
NRO vs VT
+214.8%
-161.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | +3.0% |
| 7D | +3.8% | -4.2% | +8.0% | +7.9% |
| 30D | +7.6% | -5.8% | +13.4% | +13.5% |
| 3M | -6.2% | -5.2% | -1.0% | -1.6% |
| 6M | -4.2% | +0.1% | -4.4% | -5.1% |
| YTD | -0.9% | +8.2% | -9.1% | -9.2% |
| 1Y | -3.6% | +10.1% | -13.7% | -13.2% |
| 3Y | +42.9% | +69.7% | -26.8% | -17.1% |
| 5Y | -2.8% | +53.4% | -56.1% | -37.7% |
| All | +53.3% | +214.8% | -161.5% | -48.9% |
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