-100.0%
NAAS vs VT
+153.0%
-253.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.5% | -4.1% | -18.4% | -19.0% |
| 7D | -36.7% | -4.2% | -32.5% | -33.9% |
| 30D | -50.2% | -5.8% | -44.4% | -47.2% |
| 3M | -52.9% | -5.2% | -47.7% | -50.4% |
| 6M | -38.6% | +0.1% | -38.7% | -38.7% |
| YTD | -54.6% | +8.2% | -62.8% | -57.5% |
| 1Y | -57.2% | +10.1% | -67.4% | -60.6% |
| 3Y | -99.8% | +69.7% | -169.4% | -99.9% |
| 5Y | -99.9% | +53.4% | -153.2% | -99.9% |
| All | -100.0% | +153.0% | -253.0% | -100.0% |
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