-17.5%
NAT vs VT
+363.9%
-381.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.4% | -7.3% |
| 7D | -11.7% | -0.3% | -11.4% | -11.5% |
| 30D | -16.1% | -1.4% | -14.7% | -15.1% |
| 3M | +16.5% | -1.4% | +17.9% | +17.7% |
| 6M | +32.5% | +5.5% | +27.0% | +24.5% |
| YTD | +128.0% | +12.8% | +115.1% | +100.1% |
| 1Y | +122.8% | +15.4% | +107.4% | +90.9% |
| 3Y | +99.7% | +76.9% | +22.8% | +10.0% |
| 5Y | +378.2% | +60.4% | +317.7% | +187.6% |
| 10Y | +90.4% | +232.8% | -142.3% | -41.1% |
| All | -17.5% | +363.9% | -381.3% | -80.7% |
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