-90.2%
NAII vs VT
+223.7%
-313.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.5% |
| 7D | +7.5% | +0.4% | +7.1% | +7.2% |
| 30D | +0.9% | -2.6% | +3.5% | +1.9% |
| 3M | -51.5% | -3.2% | -48.2% | -50.8% |
| 6M | -56.9% | +0.9% | -57.9% | -57.1% |
| YTD | -67.9% | +11.3% | -79.2% | -69.2% |
| 1Y | -61.1% | +14.0% | -75.2% | -63.2% |
| 3Y | -81.2% | +75.8% | -157.1% | -85.2% |
| 5Y | -91.6% | +57.8% | -149.4% | -93.1% |
| 10Y | -90.2% | +219.8% | -310.0% | -92.2% |
| All | -90.2% | +223.7% | -313.9% | -92.2% |
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