+2.0%
NAIL vs VT
+216.3%
-214.3%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | +7.9% |
| 7D | +19.7% | -4.2% | +23.9% | +37.1% |
| 30D | +38.1% | -5.8% | +43.9% | +65.7% |
| 3M | -13.7% | -5.2% | -8.4% | +2.7% |
| 6M | -0.8% | +0.1% | -0.9% | +0.5% |
| YTD | -21.5% | +8.2% | -29.7% | -36.2% |
| 1Y | -29.1% | +10.1% | -39.2% | -45.1% |
| 3Y | -32.6% | +69.7% | -102.3% | -84.8% |
| 5Y | -56.6% | +53.4% | -110.0% | -80.8% |
| 10Y | +95.3% | +219.2% | -123.9% | -79.0% |
| All | +2.0% | +216.3% | -214.3% | -89.0% |
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