+522.1%
NJR vs VT
+345.0%
+177.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +1.9% |
| 7D | +3.0% | -4.2% | +7.1% | +5.7% |
| 30D | +6.1% | -5.8% | +11.9% | +10.1% |
| 3M | -0.3% | -5.2% | +4.9% | +2.9% |
| 6M | -0.5% | +0.1% | -0.6% | -1.5% |
| YTD | +21.8% | +8.2% | +13.6% | +14.1% |
| 1Y | +27.2% | +10.1% | +17.1% | +17.5% |
| 3Y | +42.5% | +69.7% | -27.2% | -3.1% |
| 5Y | +67.9% | +53.4% | +14.5% | +20.7% |
| 10Y | +135.5% | +219.2% | -83.7% | +5.9% |
| All | +522.1% | +345.0% | +177.1% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling