-90.9%
NAII vs VT
+215.5%
-306.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +3.7% | -2.3% | +6.1% | +4.7% |
| 30D | -14.0% | -5.0% | -9.0% | -12.1% |
| 3M | -53.4% | -4.9% | -48.5% | -52.4% |
| 6M | -59.2% | -1.5% | -57.6% | -58.9% |
| YTD | -69.0% | +8.5% | -77.5% | -70.0% |
| 1Y | -61.9% | +11.4% | -73.2% | -63.5% |
| 3Y | -82.0% | +70.1% | -152.1% | -85.5% |
| 5Y | -91.7% | +53.7% | -145.4% | -93.1% |
| All | -90.9% | +215.5% | -306.4% | -92.7% |
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