-96.1%
NEPH vs VT
+374.2%
-470.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -10.8% | +0.4% | -11.2% | -11.2% |
| 30D | +13.4% | +1.0% | +12.4% | +12.3% |
| 3M | +13.1% | +2.4% | +10.7% | +10.3% |
| 6M | +6.3% | +12.0% | -5.7% | -5.8% |
| YTD | -16.8% | +15.3% | -32.1% | -28.6% |
| 1Y | +1.5% | +22.6% | -21.1% | -18.7% |
| 3Y | +150.6% | +74.7% | +75.9% | +30.9% |
| 5Y | -51.8% | +66.1% | -118.0% | -73.5% |
| 10Y | -13.2% | +225.0% | -238.3% | -80.8% |
| All | -96.1% | +374.2% | -470.3% | -99.6% |
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 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