-100.0%
NAAS vs VT
+169.6%
-269.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.6% |
| 7D | -3.9% | +0.4% | -4.3% | -4.2% |
| 30D | -7.1% | +1.0% | -8.1% | -7.8% |
| 3M | -4.4% | +2.4% | -6.8% | -6.7% |
| 6M | +47.0% | +12.0% | +35.0% | +32.5% |
| YTD | -10.4% | +15.3% | -25.8% | -21.0% |
| 1Y | -2.3% | +22.6% | -24.9% | -18.0% |
| 3Y | -99.9% | +74.7% | -174.5% | -99.9% |
| 5Y | -99.8% | +66.1% | -165.9% | -99.8% |
| All | -100.0% | +169.6% | -269.6% | -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 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