+361.6%
NATR vs VT
+535.7%
-174.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.1% | -4.1% | -16.0% | -16.4% |
| 7D | -16.4% | -4.2% | -12.3% | -12.5% |
| 30D | -18.2% | -5.8% | -12.4% | -13.1% |
| 3M | -48.9% | -5.2% | -43.6% | -46.1% |
| 6M | -60.4% | +0.1% | -60.5% | -60.5% |
| YTD | -52.5% | +8.2% | -60.7% | -55.9% |
| 1Y | -27.4% | +10.1% | -37.5% | -33.6% |
| 3Y | -42.9% | +69.7% | -112.5% | -65.3% |
| 5Y | -40.4% | +53.4% | -93.8% | -60.8% |
| 10Y | -5.0% | +219.2% | -224.3% | -67.5% |
| All | +361.6% | +535.7% | -174.0% | +25.9% |
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