+4.4%
NRT vs VT
+345.0%
-340.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -0.7% |
| 7D | -19.3% | -4.2% | -15.1% | -17.5% |
| 30D | -18.8% | -5.8% | -13.0% | -16.4% |
| 3M | -19.9% | -5.2% | -14.7% | -17.9% |
| 6M | -17.3% | +0.1% | -17.4% | -17.7% |
| YTD | +11.2% | +8.2% | +3.0% | +6.1% |
| 1Y | +22.3% | +10.1% | +12.2% | +15.7% |
| 3Y | +16.4% | +69.7% | -53.3% | -10.4% |
| 5Y | +43.8% | +53.4% | -9.6% | +14.8% |
| 10Y | +151.8% | +219.2% | -67.4% | +41.3% |
| All | +4.4% | +345.0% | -340.6% | -57.5% |
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