-2.0%
NRO vs VT
+59.8%
-61.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.6% |
| 7D | -0.4% | -0.7% | +0.3% | +0.1% |
| 30D | +6.3% | -1.7% | +8.1% | +7.7% |
| 3M | -4.6% | -2.3% | -2.3% | -3.0% |
| 6M | -5.5% | +1.5% | -7.0% | -7.2% |
| YTD | -0.5% | +12.0% | -12.6% | -10.6% |
| 1Y | -1.7% | +12.9% | -14.5% | -12.2% |
| 3Y | +49.2% | +74.9% | -25.7% | -12.4% |
| 5Y | -2.0% | +59.9% | -61.9% | -39.6% |
| All | -2.0% | +59.8% | -61.8% | -39.6% |
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