+15.4%
NAZ vs VT
+223.7%
-208.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.5% |
| 7D | +1.0% | +0.4% | +0.7% | +0.9% |
| 30D | +0.7% | -2.6% | +3.3% | +1.2% |
| 3M | -12.1% | -3.2% | -8.9% | -11.5% |
| 6M | -13.5% | +0.9% | -14.4% | -13.8% |
| YTD | -5.4% | +11.3% | -16.7% | -7.9% |
| 1Y | -4.0% | +14.0% | -18.0% | -7.1% |
| 3Y | +32.1% | +75.8% | -43.8% | +14.5% |
| 5Y | -13.8% | +57.8% | -71.6% | -23.7% |
| 10Y | +15.4% | +219.8% | -204.4% | -23.7% |
| All | +15.4% | +223.7% | -208.3% | -23.7% |
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