-91.3%
NAUT vs VT
+126.5%
-217.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.1% | +0.4% | +1.7% | +1.3% |
| 30D | -2.7% | +1.0% | -3.7% | -4.1% |
| 3M | -66.2% | +2.4% | -68.6% | -67.4% |
| 6M | -65.5% | +12.0% | -77.5% | -71.3% |
| YTD | -53.6% | +15.3% | -68.9% | -63.3% |
| 1Y | +38.8% | +22.6% | +16.2% | -0.1% |
| 3Y | -73.5% | +74.7% | -148.1% | -88.3% |
| 5Y | -88.2% | +66.1% | -154.4% | -94.5% |
| All | -91.3% | +126.5% | -217.8% | -96.5% |
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