-61.0%
NEPH vs VT
+57.4%
-118.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +5.7% |
| 7D | -7.4% | +0.4% | -7.8% | -7.6% |
| 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% | -42.5% |
| 1Y | -34.8% | +14.0% | -48.8% | -40.1% |
| 3Y | +53.1% | +75.8% | -22.8% | +0.6% |
| 5Y | -61.0% | +57.8% | -118.9% | -69.2% |
| All | -61.0% | +57.4% | -118.4% | -69.2% |
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