+166.8%
NRT vs VT
+217.6%
-50.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.4% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -17.4% | -3.1% | -14.4% | -16.1% |
| 3M | -20.6% | -3.5% | -17.1% | -19.2% |
| 6M | -10.2% | +0.5% | -10.7% | -10.8% |
| YTD | +15.5% | +10.8% | +4.7% | +8.6% |
| 1Y | +17.5% | +11.9% | +5.6% | +9.8% |
| 3Y | +27.9% | +73.0% | -45.1% | -4.7% |
| 5Y | +59.6% | +58.6% | +1.0% | +21.9% |
| 10Y | +166.8% | +219.2% | -52.4% | +23.2% |
| All | +166.8% | +217.6% | -50.9% | +23.2% |
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