+250.8%
NANR vs VT
+222.7%
+28.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +1.1% |
| 7D | +0.4% | -0.1% | +0.5% | +0.5% |
| 30D | +6.9% | -0.7% | +7.5% | +7.5% |
| 3M | +15.3% | +4.0% | +11.3% | +10.9% |
| 6M | +12.4% | +12.3% | +0.1% | +0.2% |
| YTD | +35.7% | +14.0% | +21.7% | +19.2% |
| 1Y | +49.8% | +20.3% | +29.5% | +25.0% |
| 3Y | +80.4% | +75.4% | +5.0% | +4.2% |
| 5Y | +163.9% | +66.0% | +98.0% | +59.8% |
| 10Y | +250.8% | +228.2% | +22.6% | +7.9% |
| All | +250.8% | +222.7% | +28.1% | +7.9% |
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