+27.0%
NFLY vs VT
+74.1%
-47.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.4% |
| 7D | +1.2% | +0.4% | +0.8% | +0.9% |
| 30D | -7.8% | -2.6% | -5.2% | -6.6% |
| 3M | -13.8% | -3.2% | -10.6% | -12.4% |
| 6M | -26.3% | +0.9% | -27.2% | -27.1% |
| YTD | -29.6% | +11.3% | -40.9% | -35.1% |
| 1Y | -38.8% | +14.0% | -52.8% | -44.6% |
| 3Y | +27.0% | +75.8% | -48.8% | -16.0% |
| All | +27.0% | +74.1% | -47.1% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling