+134.6%
NFTY vs VT
+364.0%
-229.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | -2.1% | +1.0% | -3.1% | -2.7% |
| 3M | +2.7% | +2.4% | +0.3% | +1.2% |
| 6M | -1.3% | +12.0% | -13.3% | -7.7% |
| YTD | -6.5% | +15.3% | -21.8% | -14.1% |
| 1Y | -4.5% | +22.6% | -27.1% | -15.4% |
| 3Y | +17.7% | +74.7% | -57.0% | -16.0% |
| 5Y | +21.4% | +66.1% | -44.8% | -11.4% |
| 10Y | +104.6% | +225.0% | -120.4% | +1.2% |
| All | +134.6% | +364.0% | -229.4% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling