-92.3%
NAK vs VT
+346.0%
-438.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +4.8% |
| 7D | -23.5% | -2.3% | -21.1% | -20.8% |
| 30D | -47.9% | -5.0% | -42.9% | -44.1% |
| 3M | -62.2% | -4.9% | -57.3% | -59.4% |
| 6M | -71.2% | -1.5% | -69.6% | -69.8% |
| YTD | -68.5% | +8.5% | -77.0% | -70.4% |
| 1Y | -64.0% | +11.4% | -75.3% | -66.9% |
| 3Y | +87.9% | +70.1% | +17.8% | +6.8% |
| 5Y | +47.6% | +53.7% | -6.1% | -7.3% |
| 10Y | -15.1% | +220.0% | -235.0% | -79.2% |
| All | -92.3% | +346.0% | -438.3% | -98.8% |
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