-19.3%
NAVI vs VT
+223.7%
-243.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.6% | -9.5% | -10.2% |
| 7D | -12.9% | +0.4% | -13.3% | -13.6% |
| 30D | -13.9% | -2.6% | -11.3% | -11.3% |
| 3M | -12.2% | -3.2% | -8.9% | -8.7% |
| 6M | -4.7% | +0.9% | -5.6% | -7.0% |
| YTD | -36.2% | +11.3% | -47.5% | -45.7% |
| 1Y | -28.3% | +14.0% | -42.3% | -41.0% |
| 3Y | -43.8% | +75.8% | -119.6% | -74.4% |
| 5Y | -50.8% | +57.8% | -108.6% | -73.6% |
| 10Y | -19.3% | +219.8% | -239.1% | -80.2% |
| All | -19.3% | +223.7% | -243.0% | -80.2% |
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