+53.1%
NEPH vs VT
+74.1%
-21.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +6.1% |
| 7D | -7.4% | +0.4% | -7.8% | -7.5% |
| 30D | -15.0% | -2.6% | -12.4% | -13.8% |
| 3M | -28.7% | -3.2% | -25.5% | -27.6% |
| 6M | -14.8% | +0.9% | -15.7% | -15.1% |
| YTD | -38.5% | +11.3% | -49.8% | -41.1% |
| 1Y | -34.8% | +14.0% | -48.8% | -38.1% |
| 3Y | +53.1% | +75.8% | -22.8% | +20.8% |
| All | +53.1% | +74.1% | -21.1% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling