-95.2%
NAKA vs VT
+46.8%
-142.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.7% | -5.7% |
| 7D | +3.9% | +2.9% | +1.1% | -3.8% |
| 30D | -32.5% | -2.5% | -30.0% | -26.3% |
| 3M | +17.2% | -3.3% | +20.5% | +32.6% |
| 6M | -17.8% | +1.5% | -19.3% | -18.3% |
| YTD | -58.8% | +11.4% | -70.1% | -67.6% |
| 1Y | -78.4% | +11.9% | -90.3% | -83.1% |
| All | -95.2% | +46.8% | -142.0% | -97.8% |
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 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