+104.3%
NATL vs VT
+69.3%
+35.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +3.4% |
| 7D | +2.8% | -4.2% | +7.0% | +7.2% |
| 30D | +2.9% | -5.8% | +8.7% | +9.2% |
| 3M | +0.4% | -5.2% | +5.6% | +5.7% |
| 6M | +6.7% | +0.1% | +6.6% | +4.8% |
| YTD | +23.3% | +8.2% | +15.1% | +9.6% |
| 1Y | +24.2% | +10.1% | +14.1% | +8.0% |
| 3Y | +100.6% | +69.7% | +31.0% | +7.6% |
| All | +104.3% | +69.3% | +35.0% | +10.0% |
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 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