+96.3%
NANC vs VT
+80.6%
+15.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | -0.2% |
| 7D | -0.9% | +0.4% | -1.3% | -1.3% |
| 30D | -7.2% | -2.6% | -4.7% | -4.5% |
| 3M | -5.4% | -3.2% | -2.2% | -1.9% |
| 6M | +2.3% | +0.9% | +1.4% | +1.3% |
| YTD | +8.1% | +11.3% | -3.2% | -4.0% |
| 1Y | +9.0% | +14.0% | -5.0% | -5.7% |
| 3Y | +80.4% | +75.8% | +4.6% | -3.0% |
| All | +96.3% | +80.6% | +15.7% | +3.8% |
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