+26.1%
NAN vs VT
+223.7%
-197.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.4% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | +7.3% | -2.6% | +9.9% | +8.0% |
| 3M | -7.2% | -3.2% | -4.0% | -6.5% |
| 6M | -7.4% | +0.9% | -8.4% | -7.7% |
| YTD | -2.8% | +11.3% | -14.1% | -5.6% |
| 1Y | -3.7% | +14.0% | -17.7% | -7.0% |
| 3Y | +31.3% | +75.8% | -44.5% | +12.4% |
| 5Y | -5.1% | +57.8% | -63.0% | -16.7% |
| 10Y | +26.1% | +219.8% | -193.7% | -12.7% |
| All | +26.1% | +223.7% | -197.6% | -12.7% |
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 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