-81.7%
NAK vs VT
+374.2%
-455.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -12.5% | +0.4% | -12.9% | -13.0% |
| 30D | -13.0% | +1.0% | -14.0% | -14.0% |
| 3M | -34.1% | +2.4% | -36.5% | -35.0% |
| 6M | +8.1% | +12.0% | -3.9% | -3.1% |
| YTD | -25.4% | +15.3% | -40.7% | -35.5% |
| 1Y | +72.9% | +22.6% | +50.4% | +40.2% |
| 3Y | +444.4% | +74.7% | +369.8% | +195.4% |
| 5Y | +258.5% | +66.1% | +192.4% | +103.7% |
| 10Y | +86.1% | +225.0% | -138.9% | -55.4% |
| All | -81.7% | +374.2% | -455.9% | -97.4% |
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 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