+136.8%
NAC vs VT
+363.9%
-227.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.2% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | +4.5% | -1.4% | +6.0% | +4.9% |
| 3M | -10.2% | -1.4% | -8.9% | -10.0% |
| 6M | -9.2% | +5.5% | -14.7% | -10.4% |
| YTD | -6.6% | +12.8% | -19.4% | -9.1% |
| 1Y | -7.0% | +15.4% | -22.4% | -10.0% |
| 3Y | +30.4% | +76.9% | -46.5% | +14.3% |
| 5Y | -9.6% | +60.4% | -70.0% | -19.6% |
| 10Y | +19.4% | +232.8% | -213.4% | -10.6% |
| All | +136.8% | +363.9% | -227.0% | +54.5% |
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