+103.4%
NRO vs VT
+374.2%
-270.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 3M | +0.3% | +2.4% | -2.0% | -2.9% |
| 6M | -1.5% | +12.0% | -13.5% | -14.0% |
| YTD | +2.2% | +15.3% | -13.2% | -13.9% |
| 1Y | -1.8% | +22.6% | -24.4% | -22.9% |
| 3Y | +41.5% | +74.7% | -33.2% | -26.5% |
| 5Y | -2.2% | +66.1% | -68.3% | -46.7% |
| 10Y | +44.7% | +225.0% | -180.3% | -64.6% |
| All | +103.4% | +374.2% | -270.8% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling