+233.4%
NACP vs VT
+140.3%
+93.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | -4.3% | -2.3% | -1.9% | -2.1% |
| 30D | -8.7% | -5.0% | -3.8% | -4.3% |
| 3M | -5.2% | -4.9% | -0.3% | -0.6% |
| 6M | +0.5% | -1.5% | +2.0% | +2.2% |
| YTD | +15.8% | +8.5% | +7.3% | +7.9% |
| 1Y | +17.0% | +11.4% | +5.6% | +6.4% |
| 3Y | +90.2% | +70.1% | +20.2% | +19.4% |
| 5Y | +74.6% | +53.7% | +20.9% | +19.2% |
| All | +233.4% | +140.3% | +93.1% | +57.4% |
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