-7.2%
NAIL vs VT
+237.1%
-244.3%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -7.9% | +0.4% | -8.4% | -9.0% |
| 30D | -21.4% | +1.0% | -22.4% | -23.4% |
| 3M | -9.3% | +2.4% | -11.6% | -15.1% |
| 6M | -38.5% | +12.0% | -50.5% | -54.9% |
| YTD | -28.6% | +15.3% | -43.9% | -52.5% |
| 1Y | -60.6% | +22.6% | -83.2% | -78.3% |
| 3Y | -53.9% | +74.7% | -128.5% | -90.2% |
| 5Y | -59.1% | +66.1% | -125.2% | -85.8% |
| 10Y | +21.9% | +225.0% | -203.1% | -88.2% |
| All | -7.2% | +237.1% | -244.3% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling