+93.7%
NFTY vs VT
+221.4%
-127.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -1.2% | +1.0% | -2.2% | -1.8% |
| 30D | -3.1% | -0.2% | -2.9% | -3.0% |
| 3M | +2.3% | +4.5% | -2.2% | -0.5% |
| 6M | -2.0% | +14.1% | -16.1% | -9.6% |
| YTD | -7.8% | +14.8% | -22.6% | -15.4% |
| 1Y | -6.0% | +21.2% | -27.2% | -16.6% |
| 3Y | +13.0% | +76.6% | -63.6% | -21.1% |
| 5Y | +21.6% | +66.6% | -45.0% | -12.6% |
| 10Y | +93.7% | +222.3% | -128.6% | -6.5% |
| All | +93.7% | +221.4% | -127.8% | -6.5% |
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