-14.2%
NAZ vs VT
+53.4%
-67.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -1.0% | -2.3% | +1.3% | -0.6% |
| 30D | +0.1% | -5.0% | +5.1% | +1.1% |
| 3M | -12.3% | -4.9% | -7.4% | -11.4% |
| 6M | -14.5% | -1.5% | -12.9% | -14.3% |
| YTD | -6.4% | +8.5% | -14.9% | -8.1% |
| 1Y | -5.1% | +11.4% | -16.4% | -7.3% |
| 3Y | +31.7% | +70.1% | -38.4% | +16.8% |
| All | -14.2% | +53.4% | -67.6% | -23.6% |
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