+342.1%
NANR vs VT
+240.8%
+101.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | +0.8% | +2.4% | -1.6% | -1.4% |
| 30D | -3.9% | -1.5% | -2.4% | -2.6% |
| 3M | -1.6% | -4.1% | +2.5% | +2.1% |
| 6M | -0.7% | +0.6% | -1.2% | -1.6% |
| YTD | +24.6% | +11.0% | +13.6% | +12.0% |
| 1Y | +31.5% | +13.3% | +18.1% | +15.9% |
| 3Y | +81.9% | +73.4% | +8.5% | +6.2% |
| 5Y | +109.4% | +57.4% | +52.0% | +33.3% |
| 10Y | +232.3% | +221.7% | +10.6% | +6.6% |
| All | +342.1% | +240.8% | +101.3% | +30.9% |
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 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