+73.5%
NAT vs VT
+214.8%
-141.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.1% | -2.9% | -2.8% |
| 7D | -19.5% | -4.2% | -15.3% | -15.9% |
| 30D | -20.6% | -5.8% | -14.8% | -15.6% |
| 3M | +10.6% | -5.2% | +15.9% | +16.7% |
| 6M | +18.9% | +0.1% | +18.8% | +17.3% |
| YTD | +112.1% | +8.2% | +103.8% | +91.9% |
| 1Y | +104.3% | +10.1% | +94.2% | +81.1% |
| 3Y | +85.7% | +69.7% | +16.1% | -1.8% |
| 5Y | +335.3% | +53.4% | +281.9% | +158.5% |
| All | +73.5% | +214.8% | -141.3% | -51.6% |
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