+82.3%
NAIL vs VT
+215.5%
-133.2%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -7.4% |
| 7D | +9.7% | -2.3% | +12.1% | +18.8% |
| 30D | +39.6% | -5.0% | +44.6% | +63.6% |
| 3M | -13.5% | -4.9% | -8.6% | +2.3% |
| 6M | -14.5% | -1.5% | -12.9% | -8.8% |
| YTD | -26.7% | +8.5% | -35.2% | -41.8% |
| 1Y | -32.9% | +11.4% | -44.2% | -50.8% |
| 3Y | -35.0% | +70.1% | -105.1% | -86.9% |
| 5Y | -59.5% | +53.7% | -113.2% | -83.5% |
| All | +82.3% | +215.5% | -133.2% | -89.1% |
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