-29.0%
NAK vs VT
+223.7%
-252.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.8% | +3.5% |
| 7D | -4.3% | +0.4% | -4.7% | -4.3% |
| 30D | -41.1% | -2.6% | -38.5% | -38.8% |
| 3M | -61.4% | -3.2% | -58.2% | -59.5% |
| 6M | -69.3% | +0.9% | -70.2% | -68.8% |
| YTD | -66.5% | +11.3% | -77.8% | -69.0% |
| 1Y | -62.5% | +14.0% | -76.5% | -66.0% |
| 3Y | +100.0% | +75.8% | +24.2% | +22.1% |
| 5Y | +57.1% | +57.8% | -0.7% | +5.5% |
| 10Y | -29.0% | +219.8% | -248.8% | -86.4% |
| All | -29.0% | +223.7% | -252.7% | -86.4% |
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