+193.4%
NI vs VFC
-48.6%
+242.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.1% |
| 7D | +4.3% | +1.6% | +2.7% | +4.1% |
| 30D | +12.4% | +25.5% | -13.1% | +8.8% |
| 3M | +10.2% | +41.3% | -31.1% | +4.8% |
| 6M | -0.8% | +22.2% | -23.0% | -4.2% |
| YTD | +13.2% | +16.4% | -3.2% | +9.4% |
| 1Y | +10.1% | +38.4% | -28.3% | +3.4% |
| 3Y | +103.1% | +56.2% | +46.9% | +71.4% |
| 5Y | +115.5% | -68.2% | +183.7% | +159.7% |
| All | +193.4% | -48.6% | +242.1% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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