+68.7%
NJR vs VT
+57.4%
+11.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.8% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | +6.2% | -2.6% | +8.8% | +7.1% |
| 3M | -0.2% | -3.2% | +3.0% | +0.8% |
| 6M | -0.3% | +0.9% | -1.2% | -1.0% |
| YTD | +21.2% | +11.3% | +9.9% | +15.2% |
| 1Y | +23.4% | +14.0% | +9.4% | +16.0% |
| 3Y | +48.4% | +75.8% | -27.5% | +11.0% |
| 5Y | +68.7% | +57.8% | +10.9% | +30.9% |
| All | +68.7% | +57.4% | +11.3% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling