-91.8%
NAK vs VT
+355.4%
-447.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.3% |
| 7D | -5.9% | -0.1% | -5.8% | -5.3% |
| 30D | -41.2% | -3.1% | -38.2% | -38.4% |
| 3M | -61.3% | -3.5% | -57.8% | -59.1% |
| 6M | -69.4% | +0.5% | -69.8% | -68.7% |
| YTD | -66.6% | +10.8% | -77.4% | -69.3% |
| 1Y | -63.6% | +11.9% | -75.5% | -66.8% |
| 3Y | +99.5% | +73.0% | +26.5% | +11.2% |
| 5Y | +60.6% | +58.6% | +2.0% | -2.9% |
| 10Y | -26.0% | +219.2% | -245.2% | -81.8% |
| All | -91.8% | +355.4% | -447.3% | -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