-99.5%
NFE vs VT
+160.3%
-259.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -6.0% |
| 7D | -15.0% | -0.7% | -14.3% | -14.4% |
| 30D | -17.8% | -1.7% | -16.0% | -15.8% |
| 3M | -78.9% | -2.3% | -76.6% | -78.0% |
| 6M | -90.1% | +1.5% | -91.6% | -90.7% |
| YTD | +204.4% | +12.0% | +192.3% | +119.4% |
| 1Y | +191.6% | +12.9% | +178.7% | +105.9% |
| 3Y | -65.6% | +74.9% | -140.5% | -85.6% |
| 5Y | -99.7% | +59.9% | -159.7% | -99.9% |
| All | -99.5% | +160.3% | -259.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling