+98.8%
NRO vs VT
+363.9%
-265.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +1.5% |
| 7D | +7.1% | -0.3% | +7.4% | +7.4% |
| 30D | +9.7% | -1.4% | +11.1% | +11.4% |
| 3M | -5.8% | -1.4% | -4.5% | -4.5% |
| 6M | -3.2% | +5.5% | -8.7% | -9.5% |
| YTD | -0.2% | +12.8% | -13.0% | -13.8% |
| 1Y | -2.6% | +15.4% | -18.0% | -18.1% |
| 3Y | +43.9% | +76.9% | -32.9% | -26.5% |
| 5Y | -1.6% | +60.4% | -62.1% | -44.3% |
| 10Y | +58.7% | +232.8% | -174.1% | -62.5% |
| All | +98.8% | +363.9% | -265.0% | -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