-19.2%
NATR vs VT
+66.2%
-85.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.3% | +0.4% | -1.8% | -1.6% |
| 30D | -30.1% | +1.0% | -31.1% | -30.7% |
| 3M | -28.8% | +2.4% | -31.1% | -30.2% |
| 6M | -48.3% | +12.0% | -60.3% | -52.4% |
| YTD | -35.0% | +15.3% | -50.4% | -41.5% |
| 1Y | -19.1% | +22.6% | -41.7% | -30.2% |
| 3Y | -15.9% | +74.7% | -90.6% | -44.3% |
| All | -19.2% | +66.2% | -85.4% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling