+141.9%
NFTY vs VT
+347.8%
-205.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.9% |
| 7D | +5.7% | +0.4% | +5.3% | +5.4% |
| 30D | +11.4% | -2.6% | +14.0% | +13.1% |
| 3M | +1.4% | -3.2% | +4.6% | +3.3% |
| 6M | +3.3% | +0.9% | +2.3% | +2.5% |
| YTD | -3.6% | +11.3% | -14.9% | -9.6% |
| 1Y | -2.3% | +14.0% | -16.3% | -9.7% |
| 3Y | +19.6% | +75.8% | -56.2% | -15.0% |
| 5Y | +22.6% | +57.8% | -35.3% | -7.9% |
| 10Y | +104.5% | +219.8% | -115.3% | +2.2% |
| All | +141.9% | +347.8% | -205.9% | +11.9% |
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