-12.2%
NFGC vs VT
+118.1%
-130.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.7% | +7.6% | +7.3% |
| 7D | -4.7% | -0.3% | -4.3% | -4.1% |
| 30D | +4.5% | -1.4% | +5.9% | +6.8% |
| 3M | +13.9% | -1.4% | +15.3% | +16.7% |
| 6M | -20.8% | +5.5% | -26.2% | -23.8% |
| YTD | -44.8% | +12.8% | -57.6% | -50.1% |
| 1Y | -13.2% | +15.4% | -28.7% | -23.2% |
| 3Y | -57.0% | +76.9% | -133.8% | -75.6% |
| 5Y | -78.0% | +60.4% | -138.4% | -85.8% |
| All | -12.2% | +118.1% | -130.3% | -61.1% |
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 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