+501.2%
NRP vs VT
+221.8%
+279.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +5.0% | +2.4% | +2.6% | +3.7% |
| 30D | +11.1% | -1.5% | +12.6% | +11.9% |
| 3M | +21.1% | -4.1% | +25.2% | +23.6% |
| 6M | +17.0% | +0.6% | +16.4% | +16.3% |
| YTD | +20.9% | +11.0% | +9.9% | +13.7% |
| 1Y | +22.8% | +13.3% | +9.4% | +14.2% |
| 3Y | +95.3% | +73.4% | +21.9% | +45.4% |
| 5Y | +436.7% | +57.4% | +379.2% | +316.7% |
| All | +501.2% | +221.8% | +279.5% | +185.8% |
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