+172.7%
NFJ vs VT
+224.5%
-51.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | +1.3% | +1.0% | +0.3% | +0.4% |
| 3M | +6.1% | +2.4% | +3.7% | +3.6% |
| 6M | +23.0% | +12.0% | +11.0% | +10.3% |
| YTD | +27.2% | +15.3% | +11.9% | +10.8% |
| 1Y | +31.5% | +22.6% | +8.9% | +8.1% |
| 3Y | +65.2% | +74.7% | -9.5% | -4.2% |
| 5Y | +51.8% | +66.1% | -14.3% | -7.7% |
| All | +172.7% | +224.5% | -51.8% | -10.1% |
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