+127.9%
NJR vs VT
+223.7%
-95.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -1.8% |
| 7D | +0.4% | +0.4% | 0.0% | 0.0% |
| 30D | +6.2% | -2.6% | +8.8% | +8.0% |
| 3M | -0.2% | -3.2% | +3.0% | +1.9% |
| 6M | -0.3% | +0.9% | -1.2% | -1.9% |
| YTD | +21.2% | +11.3% | +9.9% | +9.9% |
| 1Y | +23.4% | +14.0% | +9.4% | +9.6% |
| 3Y | +48.4% | +75.8% | -27.5% | -10.2% |
| 5Y | +68.7% | +57.8% | +10.9% | +11.1% |
| 10Y | +127.9% | +219.8% | -91.9% | -23.0% |
| All | +127.9% | +223.7% | -95.8% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling