+11.1%
NEPH vs VT
+223.7%
-212.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +5.8% |
| 7D | -7.4% | +0.4% | -7.8% | -7.5% |
| 30D | -15.0% | -2.6% | -12.4% | -13.5% |
| 3M | -28.7% | -3.2% | -25.5% | -27.2% |
| 6M | -14.8% | +0.9% | -15.7% | -15.2% |
| YTD | -38.5% | +11.3% | -49.8% | -42.6% |
| 1Y | -34.8% | +14.0% | -48.8% | -40.2% |
| 3Y | +53.1% | +75.8% | -22.8% | +3.2% |
| 5Y | -61.0% | +57.8% | -118.9% | -71.6% |
| 10Y | +11.1% | +219.8% | -208.7% | -41.0% |
| All | +11.1% | +223.7% | -212.6% | -41.0% |
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