+95.8%
NI vs VFC
-78.7%
+174.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.4% |
| 7D | +1.3% | -2.3% | +3.6% | +1.4% |
| 30D | -0.3% | -13.4% | +13.1% | +0.8% |
| 3M | -9.5% | -23.7% | +14.2% | -7.8% |
| 6M | -10.2% | -24.5% | +14.2% | -8.7% |
| YTD | +1.8% | -27.8% | +29.6% | +3.7% |
| 1Y | +5.7% | -13.5% | +19.1% | +5.7% |
| 3Y | +69.6% | -27.1% | +96.7% | +65.6% |
| 5Y | +95.8% | -79.0% | +174.8% | +118.2% |
| All | +95.8% | -78.7% | +174.5% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling