+43.8%
NAT vs VT
+224.5%
-180.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +7.1% | +0.4% | +6.6% | +6.6% |
| 30D | +18.3% | +1.0% | +17.3% | +17.1% |
| 3M | +43.8% | +2.4% | +41.4% | +39.4% |
| 6M | +34.9% | +12.0% | +22.9% | +18.5% |
| YTD | +126.7% | +15.3% | +111.4% | +92.5% |
| 1Y | +141.4% | +22.6% | +118.8% | +91.5% |
| 3Y | +144.9% | +74.7% | +70.2% | +26.1% |
| 5Y | +330.6% | +66.1% | +264.4% | +134.8% |
| All | +43.8% | +224.5% | -180.7% | -65.2% |
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