-18.0%
NFXS vs VT
+41.1%
-59.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +4.2% | +0.4% | +3.7% | +4.5% |
| 30D | -5.8% | +1.0% | -6.8% | -5.2% |
| 3M | +2.3% | +2.4% | -0.1% | +3.8% |
| 6M | +22.5% | +12.0% | +10.5% | +32.9% |
| YTD | +13.8% | +15.3% | -1.5% | +26.9% |
| 1Y | +50.6% | +22.6% | +28.1% | +78.2% |
| All | -18.0% | +41.1% | -59.1% | +12.6% |
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