-97.0%
NEPH vs VT
+355.4%
-452.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.5% |
| 7D | -2.8% | -0.1% | -2.6% | -2.6% |
| 30D | -10.8% | -3.1% | -7.7% | -7.8% |
| 3M | -28.1% | -3.5% | -24.6% | -25.5% |
| 6M | -10.5% | +0.5% | -11.0% | -11.0% |
| YTD | -35.5% | +10.8% | -46.2% | -42.3% |
| 1Y | -26.6% | +11.9% | -38.5% | -35.3% |
| 3Y | +60.7% | +73.0% | -12.3% | -15.0% |
| 5Y | -58.6% | +58.6% | -117.2% | -76.0% |
| 10Y | +20.7% | +219.2% | -198.5% | -72.9% |
| All | -97.0% | +355.4% | -452.4% | -99.7% |
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