+64.1%
NREF price history and return analytics
+110.2%
-46.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.1% | -3.1% | -4.4% |
| 7D | -11.2% | -4.2% | -7.1% | -8.5% |
| 30D | -12.1% | -5.8% | -6.3% | -8.5% |
| 3M | -17.3% | -5.2% | -12.0% | -14.2% |
| 6M | -5.4% | +0.1% | -5.5% | -5.7% |
| YTD | +6.4% | +8.2% | -1.8% | +0.5% |
| 1Y | +16.0% | +10.1% | +5.9% | +8.2% |
| 3Y | +26.8% | +69.7% | -42.8% | -12.1% |
| 5Y | +24.4% | +53.4% | -29.0% | -9.7% |
| All | +64.1% | +110.2% | -46.1% | +12.3% |
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