+23.3%
NFLY vs VT
+69.2%
-45.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -1.6% | +2.9% | -4.5% | -3.2% |
| 30D | -8.0% | -2.5% | -5.5% | -6.8% |
| 3M | -14.1% | -3.3% | -10.7% | -12.6% |
| 6M | -25.7% | +1.5% | -27.2% | -26.7% |
| YTD | -29.5% | +11.4% | -40.9% | -34.9% |
| 1Y | -40.7% | +11.9% | -52.6% | -45.5% |
| 3Y | +25.9% | +73.9% | -48.0% | -15.1% |
| All | +23.3% | +69.2% | -45.9% | -12.7% |
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 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