+243.8%
NACP vs VT
+146.6%
+97.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +0.7% |
| 7D | -0.3% | +0.4% | -0.7% | -0.6% |
| 30D | -5.7% | -2.6% | -3.1% | -3.3% |
| 3M | -2.8% | -3.2% | +0.4% | +0.3% |
| 6M | +2.6% | +0.9% | +1.6% | +2.0% |
| YTD | +19.4% | +11.3% | +8.1% | +8.7% |
| 1Y | +20.6% | +14.0% | +6.6% | +7.4% |
| 3Y | +97.1% | +75.8% | +21.2% | +20.0% |
| 5Y | +81.3% | +57.8% | +23.4% | +20.8% |
| All | +243.8% | +146.6% | +97.3% | +58.5% |
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 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