+47.2%
NAIL vs VT
+222.7%
-175.5%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -3.1% |
| 7D | -14.9% | +2.9% | -17.7% | -22.3% |
| 30D | +28.6% | -2.5% | +31.1% | +39.2% |
| 3M | -19.8% | -3.3% | -16.4% | -9.8% |
| 6M | -7.9% | +1.5% | -9.4% | -11.2% |
| YTD | -33.2% | +11.4% | -44.5% | -51.2% |
| 1Y | -41.5% | +11.9% | -53.4% | -57.6% |
| 3Y | -43.8% | +73.9% | -117.7% | -89.4% |
| 5Y | -66.3% | +57.9% | -124.2% | -87.4% |
| All | +47.2% | +222.7% | -175.5% | -92.5% |
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