+6.9%
NEPH vs VT
+222.7%
-215.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +4.1% |
| 7D | +7.1% | -0.1% | +7.2% | +7.1% |
| 30D | +3.2% | -0.7% | +3.9% | +3.6% |
| 3M | +39.1% | +4.0% | +35.1% | +35.5% |
| 6M | +12.7% | +12.3% | +0.4% | +4.7% |
| YTD | -7.4% | +14.0% | -21.4% | -14.8% |
| 1Y | +2.7% | +20.3% | -17.6% | -8.9% |
| 3Y | +177.3% | +75.4% | +101.9% | +87.0% |
| 5Y | -48.2% | +66.0% | -114.1% | -63.5% |
| 10Y | +6.9% | +228.2% | -221.3% | -52.6% |
| All | +6.9% | +222.7% | -215.8% | -52.6% |
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 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