+5,059.0%
NI vs VFC
+845.1%
+4,213.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.0% |
| 7D | +2.0% | -1.6% | +3.6% | +2.3% |
| 30D | -3.5% | -11.6% | +8.1% | -1.6% |
| 3M | -9.1% | -18.1% | +9.0% | -6.6% |
| 6M | -11.8% | -27.4% | +15.5% | -8.0% |
| YTD | +1.1% | -24.8% | +25.9% | +4.5% |
| 1Y | +6.7% | -8.2% | +14.9% | +5.7% |
| 3Y | +71.1% | -29.1% | +100.2% | +63.4% |
| 5Y | +94.3% | -79.2% | +173.5% | +131.7% |
| 10Y | +135.8% | -68.1% | +203.9% | +147.6% |
| All | +5,059.0% | +845.1% | +4,213.8% | +3,403.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling