-10.9%
NAD vs VT
+58.5%
-69.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.9% |
| 7D | -2.3% | +2.9% | -5.2% | -3.1% |
| 30D | +3.1% | -2.5% | +5.6% | +3.8% |
| 3M | -9.0% | -3.3% | -5.6% | -8.1% |
| 6M | -8.5% | +1.5% | -10.0% | -8.9% |
| YTD | -7.2% | +11.4% | -18.6% | -10.1% |
| 1Y | -6.4% | +11.9% | -18.4% | -9.5% |
| 3Y | +23.8% | +73.9% | -50.1% | +5.4% |
| 5Y | -10.9% | +57.9% | -68.7% | -23.4% |
| All | -10.9% | +58.5% | -69.4% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling