-100.0%
NAAS vs VT
+153.6%
-253.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.0% | +0.2% | +26.8% | +26.8% |
| 7D | -17.0% | -2.3% | -14.7% | -14.7% |
| 30D | -35.2% | -5.0% | -30.3% | -31.8% |
| 3M | -41.4% | -4.9% | -36.6% | -38.5% |
| 6M | -11.4% | -1.5% | -9.8% | -10.0% |
| YTD | -42.3% | +8.5% | -50.8% | -46.1% |
| 1Y | -44.6% | +11.4% | -56.0% | -49.4% |
| 3Y | -99.7% | +70.1% | -169.8% | -99.8% |
| 5Y | -99.8% | +53.7% | -153.6% | -99.9% |
| All | -100.0% | +153.6% | -253.6% | -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