+4.9%
NFE vs VT
+167.9%
-163.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.6% |
| 7D | +3,743.6% | +4.5% | +3,739.1% | +3,482.3% |
| 30D | +3,743.6% | +4.5% | +3,739.1% | +3,482.3% |
| 3M | +2,448.8% | +2.4% | +2,446.4% | +2,338.1% |
| 6M | +1,146.4% | +12.0% | +1,134.4% | +958.7% |
| YTD | +1,102.6% | +15.3% | +1,087.3% | +877.0% |
| 1Y | +483.4% | +22.6% | +460.8% | +329.2% |
| 3Y | +66.9% | +74.7% | -7.8% | -18.3% |
| 5Y | -54.7% | +66.1% | -120.8% | -75.9% |
| All | +4.9% | +167.9% | -163.0% | -59.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling