+34.9%
NAD vs VT
+223.7%
-188.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.1% |
| 7D | +2.1% | +0.4% | +1.8% | +2.0% |
| 30D | +8.4% | -2.6% | +11.0% | +9.2% |
| 3M | -5.8% | -3.2% | -2.6% | -5.0% |
| 6M | -4.6% | +0.9% | -5.6% | -4.9% |
| YTD | -2.9% | +11.3% | -14.2% | -5.9% |
| 1Y | 0.0% | +14.0% | -14.0% | -3.7% |
| 3Y | +30.4% | +75.8% | -45.4% | +10.9% |
| 5Y | -7.0% | +57.8% | -64.9% | -19.1% |
| 10Y | +34.9% | +219.8% | -184.9% | -9.9% |
| All | +34.9% | +223.7% | -188.8% | -9.9% |
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