-78.6%
NAUT vs VT
+113.0%
-191.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.3% |
| 7D | -18.3% | -2.3% | -16.0% | -15.2% |
| 30D | +13.8% | -5.0% | +18.7% | +24.1% |
| 3M | +151.7% | -4.9% | +156.6% | +173.7% |
| 6M | -24.1% | -1.5% | -22.6% | -22.1% |
| YTD | +14.4% | +8.5% | +5.9% | 0.0% |
| 1Y | +47.7% | +11.4% | +36.3% | +23.7% |
| 3Y | -9.0% | +70.1% | -79.1% | -57.9% |
| 5Y | -60.2% | +53.7% | -113.9% | -78.9% |
| All | -78.6% | +113.0% | -191.6% | -90.6% |
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