+547.1%
NRP vs VT
+224.4%
+322.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.1% |
| 7D | +4.2% | -0.7% | +4.9% | +4.5% |
| 30D | +11.2% | -1.7% | +12.9% | +12.1% |
| 3M | +20.2% | -2.3% | +22.5% | +21.4% |
| 6M | +13.8% | +1.5% | +12.2% | +12.6% |
| YTD | +20.8% | +12.0% | +8.8% | +13.2% |
| 1Y | +21.0% | +12.9% | +8.1% | +12.8% |
| 3Y | +96.7% | +74.9% | +21.8% | +45.8% |
| 5Y | +444.2% | +59.9% | +384.2% | +319.3% |
| 10Y | +547.1% | +224.6% | +322.5% | +222.3% |
| All | +547.1% | +224.4% | +322.8% | +222.3% |
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