-79.4%
NAUT vs VT
+112.5%
-191.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.1% | -2.0% | +0.5% |
| 7D | -31.5% | -4.2% | -27.4% | -26.4% |
| 30D | +21.5% | -5.8% | +27.3% | +34.2% |
| 3M | +131.2% | -5.2% | +136.4% | +153.0% |
| 6M | -24.8% | +0.1% | -25.0% | -24.9% |
| YTD | +10.3% | +8.2% | +2.0% | -3.2% |
| 1Y | +42.4% | +10.1% | +32.3% | +21.5% |
| 3Y | -25.1% | +69.7% | -94.7% | -65.3% |
| 5Y | -61.6% | +53.4% | -115.0% | -79.6% |
| All | -79.4% | +112.5% | -191.9% | -90.9% |
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