+149.2%
NFG vs VT
+374.2%
-225.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | +0.4% | 0.0% | 0.0% |
| 30D | +5.6% | +1.0% | +4.6% | +4.7% |
| 3M | +8.5% | +2.4% | +6.2% | +6.0% |
| 6M | -9.8% | +12.0% | -21.8% | -18.7% |
| YTD | +5.4% | +15.3% | -9.9% | -7.5% |
| 1Y | -1.6% | +22.6% | -24.2% | -18.1% |
| 3Y | +70.2% | +74.7% | -4.5% | +3.8% |
| 5Y | +85.4% | +66.1% | +19.2% | +16.4% |
| 10Y | +98.9% | +225.0% | -126.1% | -33.2% |
| All | +149.2% | +374.2% | -225.0% | -52.7% |
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 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