+164.4%
NRT vs VT
+215.5%
-51.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +3.7% | -2.3% | +6.0% | +4.8% |
| 30D | -14.8% | -5.0% | -9.8% | -12.5% |
| 3M | -18.0% | -4.9% | -13.2% | -16.0% |
| 6M | -7.9% | -1.5% | -6.4% | -7.7% |
| YTD | +16.2% | +8.5% | +7.7% | +10.3% |
| 1Y | +25.5% | +11.4% | +14.2% | +17.5% |
| 3Y | +25.9% | +70.1% | -44.2% | -5.4% |
| 5Y | +50.2% | +53.7% | -3.6% | +16.4% |
| All | +164.4% | +215.5% | -51.2% | +21.2% |
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