+376.7%
NANR vs VT
+254.0%
+122.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | +0.4% | +0.7% | +0.7% |
| 30D | +10.6% | +1.0% | +9.6% | +9.6% |
| 3M | +8.1% | +2.4% | +5.7% | +5.5% |
| 6M | +9.5% | +12.0% | -2.5% | -2.1% |
| YTD | +34.4% | +15.3% | +19.0% | +16.8% |
| 1Y | +48.7% | +22.6% | +26.1% | +21.9% |
| 3Y | +76.7% | +74.7% | +2.0% | +2.7% |
| 5Y | +156.4% | +66.1% | +90.2% | +55.3% |
| 10Y | +243.6% | +225.0% | +18.6% | +9.6% |
| All | +376.7% | +254.0% | +122.7% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling