+81.8%
NAK vs VT
+74.5%
+7.3%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.1% | -3.6% |
| 7D | +1.7% | +2.9% | -1.2% | -3.8% |
| 30D | -41.2% | -2.5% | -38.7% | -37.6% |
| 3M | -64.7% | -3.3% | -61.4% | -61.9% |
| 6M | -72.5% | +1.5% | -74.0% | -72.2% |
| YTD | -69.5% | +11.4% | -80.9% | -73.5% |
| 1Y | -67.2% | +11.9% | -79.1% | -71.5% |
| All | +81.8% | +74.5% | +7.3% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling