-95.4%
NAKA vs VT
+42.7%
-138.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.4% | +3.9% |
| 7D | -19.0% | -4.2% | -14.9% | -8.1% |
| 30D | -41.8% | -5.8% | -36.0% | -30.1% |
| 3M | +14.8% | -5.2% | +20.1% | +37.3% |
| 6M | -28.6% | +0.1% | -28.7% | -26.4% |
| YTD | -60.3% | +8.2% | -68.6% | -66.3% |
| 1Y | -82.8% | +10.1% | -92.9% | -85.9% |
| All | -95.4% | +42.7% | -138.1% | -97.7% |
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