+55.9%
NAT vs VT
+221.8%
-165.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | +0.7% | +2.4% | -1.6% | -1.7% |
| 30D | -18.1% | -1.5% | -16.6% | -17.0% |
| 3M | +5.6% | -4.1% | +9.7% | +9.9% |
| 6M | +30.0% | +0.6% | +29.5% | +27.9% |
| YTD | +118.2% | +11.0% | +107.2% | +92.2% |
| 1Y | +102.9% | +13.3% | +89.5% | +74.4% |
| 3Y | +93.6% | +73.4% | +20.2% | 0.0% |
| 5Y | +380.8% | +57.4% | +323.4% | +177.5% |
| All | +55.9% | +221.8% | -165.9% | -63.0% |
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