-74.3%
NFGC vs VT
+66.2%
-140.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -5.2% | +0.4% | -5.7% | -5.6% |
| 30D | +17.5% | +1.0% | +16.6% | +16.5% |
| 3M | -3.2% | +2.4% | -5.6% | -4.8% |
| 6M | -30.4% | +12.0% | -42.4% | -37.3% |
| YTD | -39.1% | +15.3% | -54.4% | -46.4% |
| 1Y | -4.2% | +22.6% | -26.8% | -20.3% |
| 3Y | -58.1% | +74.7% | -132.8% | -75.5% |
| All | -74.3% | +66.2% | -140.5% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling