+2.2%
NAVI vs VT
+255.0%
-252.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +28.7% | +2.4% | +26.3% | +24.0% |
| 6M | +17.4% | +12.0% | +5.4% | +0.1% |
| YTD | -21.6% | +15.3% | -36.9% | -35.8% |
| 1Y | -24.1% | +22.6% | -46.7% | -42.7% |
| 3Y | -38.0% | +74.7% | -112.7% | -70.6% |
| 5Y | -47.3% | +66.1% | -113.4% | -73.0% |
| 10Y | +7.9% | +225.0% | -217.1% | -75.2% |
| All | +2.2% | +255.0% | -252.8% | -78.3% |
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