+114.8%
NAZ vs VT
+345.0%
-230.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +2.9% | -0.5% |
| 7D | -1.0% | -4.2% | +3.1% | -0.4% |
| 30D | -2.8% | -5.8% | +3.0% | -1.9% |
| 3M | -12.7% | -5.2% | -7.5% | -12.0% |
| 6M | -14.9% | +0.1% | -15.0% | -15.0% |
| YTD | -7.1% | +8.2% | -15.4% | -8.4% |
| 1Y | -6.3% | +10.1% | -16.5% | -7.8% |
| 3Y | +30.5% | +69.7% | -39.1% | +19.9% |
| 5Y | -14.8% | +53.4% | -68.1% | -20.9% |
| 10Y | +13.3% | +219.2% | -205.9% | -5.7% |
| All | +114.8% | +345.0% | -230.2% | +65.5% |
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 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