+122.9%
NFG vs VT
+345.0%
-222.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -0.1% |
| 7D | -6.8% | -4.2% | -2.6% | -3.7% |
| 30D | -5.6% | -5.8% | +0.2% | -1.1% |
| 3M | -5.6% | -5.2% | -0.3% | -1.7% |
| 6M | -8.5% | +0.1% | -8.7% | -9.5% |
| YTD | -5.7% | +8.2% | -14.0% | -13.1% |
| 1Y | -4.3% | +10.1% | -14.5% | -13.2% |
| 3Y | +49.6% | +69.7% | -20.1% | -7.0% |
| 5Y | +45.5% | +53.4% | -7.9% | -2.7% |
| 10Y | +102.4% | +219.2% | -116.8% | -31.7% |
| All | +122.9% | +345.0% | -222.1% | -55.6% |
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