-100.0%
NAAS vs VT
+163.7%
-263.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +1.7% | -14.5% | -14.2% |
| 7D | -6.6% | -0.3% | -6.3% | -6.6% |
| 30D | -35.0% | -1.4% | -33.6% | -34.3% |
| 3M | -41.4% | -1.4% | -40.0% | -40.8% |
| 6M | -4.8% | +5.5% | -10.3% | -9.8% |
| YTD | -41.4% | +12.8% | -54.3% | -47.5% |
| 1Y | -40.5% | +15.4% | -56.0% | -47.8% |
| 3Y | -99.7% | +76.9% | -176.6% | -99.8% |
| 5Y | -99.8% | +60.4% | -160.2% | -99.9% |
| All | -100.0% | +163.7% | -263.7% | -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 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