-93.3%
NAKA vs VT
+52.0%
-145.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | +9.3% | +0.4% | +8.8% | +8.3% |
| 30D | +67.6% | +1.0% | +66.7% | +64.3% |
| 3M | +75.6% | +2.4% | +73.2% | +68.9% |
| 6M | -23.3% | +12.0% | -35.3% | -42.7% |
| YTD | -42.1% | +15.3% | -57.4% | -59.7% |
| 1Y | -93.8% | +22.6% | -116.4% | -96.3% |
| All | -93.3% | +52.0% | -145.3% | -97.2% |
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