+32.9%
NAD vs VT
+215.5%
-182.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +0.2% | -2.3% | +2.5% | +0.8% |
| 30D | +10.6% | -5.0% | +15.6% | +12.2% |
| 3M | -5.6% | -4.9% | -0.8% | -4.3% |
| 6M | -5.1% | -1.5% | -3.5% | -4.7% |
| YTD | -3.5% | +8.5% | -12.0% | -5.8% |
| 1Y | -1.5% | +11.4% | -12.8% | -4.5% |
| 3Y | +30.6% | +70.1% | -39.5% | +12.1% |
| 5Y | -6.8% | +53.7% | -60.5% | -18.3% |
| All | +32.9% | +215.5% | -182.7% | -11.0% |
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 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