+35.3%
NAD vs VT
+224.4%
-189.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | +6.5% | -1.7% | +8.2% | +7.0% |
| 3M | -7.1% | -2.3% | -4.8% | -6.6% |
| 6M | -7.0% | +1.5% | -8.5% | -7.4% |
| YTD | -5.3% | +12.0% | -17.3% | -8.3% |
| 1Y | -4.7% | +12.9% | -17.6% | -8.0% |
| 3Y | +26.4% | +74.9% | -48.6% | +7.7% |
| 5Y | -8.7% | +59.9% | -68.6% | -20.8% |
| 10Y | +35.3% | +224.6% | -189.3% | -9.4% |
| All | +35.3% | +224.4% | -189.0% | -9.4% |
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