+23.1%
NFLY vs VT
+64.9%
-41.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +2.0% | -2.3% | +4.3% | +3.3% |
| 30D | -7.9% | -5.0% | -2.9% | -5.4% |
| 3M | -13.5% | -4.9% | -8.6% | -11.2% |
| 6M | -26.1% | -1.5% | -24.6% | -25.9% |
| YTD | -29.6% | +8.5% | -38.1% | -34.1% |
| 1Y | -38.8% | +11.4% | -50.1% | -43.8% |
| 3Y | +27.7% | +70.1% | -42.4% | -12.9% |
| All | +23.1% | +64.9% | -41.7% | -11.6% |
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 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