-97.6%
NFE vs VT
+167.9%
-265.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.5% | +0.4% | -6.9% | -7.1% |
| 30D | -18.0% | +1.0% | -18.9% | -19.0% |
| 3M | -49.1% | +2.4% | -51.5% | -50.7% |
| 6M | -75.1% | +12.0% | -87.1% | -78.5% |
| YTD | -76.0% | +15.3% | -91.3% | -80.2% |
| 1Y | -88.3% | +22.6% | -110.9% | -91.3% |
| 3Y | -99.1% | +74.7% | -173.8% | -99.6% |
| 5Y | -99.0% | +66.1% | -165.1% | -99.4% |
| All | -97.6% | +167.9% | -265.6% | -99.1% |
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