+114.4%
NI vs VFC
-68.8%
+183.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.5% | +0.8% |
| 7D | +3.1% | -1.4% | +4.5% | +3.2% |
| 30D | +11.2% | +24.6% | -13.5% | +9.2% |
| 3M | +9.8% | +38.4% | -28.6% | +7.0% |
| 6M | -1.6% | +15.3% | -16.9% | -3.0% |
| YTD | +12.6% | +12.7% | -0.1% | +10.8% |
| 1Y | +7.8% | +32.7% | -24.9% | +4.5% |
| 3Y | +100.5% | +43.7% | +56.8% | +84.2% |
| 5Y | +114.4% | -69.2% | +183.6% | +135.9% |
| All | +114.4% | -68.8% | +183.3% | +135.9% |
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