+79.4%
NANR vs VT
+76.6%
+2.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | +1.2% | +1.0% | +0.2% | +0.4% |
| 30D | +9.3% | -0.2% | +9.5% | +9.5% |
| 3M | +13.4% | +4.5% | +8.8% | +9.0% |
| 6M | +11.9% | +14.1% | -2.1% | -0.4% |
| YTD | +35.0% | +14.8% | +20.2% | +19.5% |
| 1Y | +48.6% | +21.2% | +27.4% | +25.3% |
| 3Y | +79.4% | +76.6% | +2.9% | +10.3% |
| All | +79.4% | +76.6% | +2.8% | +10.3% |
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