-99.4%
NFE vs VT
+151.4%
-250.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.6% | +4.8% |
| 7D | +1.6% | -4.2% | +5.8% | +11.7% |
| 30D | -30.1% | -5.8% | -24.3% | -19.1% |
| 3M | -76.9% | -5.2% | -71.7% | -73.7% |
| 6M | -90.7% | +0.1% | -90.9% | -91.1% |
| YTD | +237.7% | +8.2% | +229.5% | +168.7% |
| 1Y | +158.4% | +10.1% | +148.3% | +98.4% |
| 3Y | -57.8% | +69.7% | -127.5% | -80.6% |
| 5Y | -99.7% | +53.4% | -153.1% | -99.9% |
| All | -99.4% | +151.4% | -250.9% | -99.8% |
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