-47.3%
NAVI vs VT
+66.2%
-113.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +3.5% | +0.4% | +3.1% | +3.0% |
| 30D | +8.1% | +1.0% | +7.1% | +7.0% |
| 3M | +28.7% | +2.4% | +26.3% | +24.6% |
| 6M | +17.4% | +12.0% | +5.4% | +1.8% |
| YTD | -21.6% | +15.3% | -36.9% | -34.5% |
| 1Y | -24.1% | +22.6% | -46.7% | -41.2% |
| 3Y | -38.0% | +74.7% | -112.7% | -68.9% |
| All | -47.3% | +66.2% | -113.5% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling