+28.8%
NAN vs VT
+75.0%
-46.2%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | +0.4% | -2.1% | -1.7% |
| 30D | -3.1% | +1.0% | -4.1% | -3.3% |
| 3M | -5.3% | +2.4% | -7.7% | -5.8% |
| 6M | -3.0% | +12.0% | -15.0% | -5.3% |
| YTD | +0.3% | +15.3% | -15.1% | -2.7% |
| 1Y | +5.3% | +22.6% | -17.2% | +0.9% |
| All | +28.8% | +75.0% | -46.2% | +6.3% |
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