+19.6%
NRUC vs VT
+150.8%
-131.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -1.5% | -1.1% | -0.4% | -1.2% |
| 30D | -6.7% | -1.0% | -5.7% | -6.4% |
| 3M | -11.7% | +3.2% | -14.9% | -12.6% |
| 6M | -11.1% | +12.5% | -23.6% | -14.6% |
| YTD | -9.8% | +14.1% | -23.9% | -13.8% |
| 1Y | -11.0% | +18.9% | -29.9% | -16.1% |
| 3Y | +0.9% | +74.1% | -73.2% | -17.0% |
| 5Y | -1.9% | +66.9% | -68.8% | -18.8% |
| All | +19.6% | +150.8% | -131.2% | -17.9% |
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