-0.9%
NRO price history and return analytics
+57.4%
-58.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.8% | -0.2% |
| 7D | +4.2% | +0.4% | +3.8% | +3.8% |
| 30D | +7.9% | -2.6% | +10.5% | +10.1% |
| 3M | -5.2% | -3.2% | -1.9% | -2.8% |
| 6M | -4.7% | +0.9% | -5.7% | -6.1% |
| YTD | +0.6% | +11.3% | -10.7% | -9.1% |
| 1Y | -1.2% | +14.0% | -15.2% | -12.6% |
| 3Y | +54.3% | +75.8% | -21.6% | -9.9% |
| 5Y | -0.9% | +57.8% | -58.8% | -38.3% |
| All | -0.9% | +57.4% | -58.3% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling