+39.5%
NZF vs VT
+215.5%
-176.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +0.8% | -2.3% | +3.1% | +1.5% |
| 30D | +8.4% | -5.0% | +13.4% | +10.1% |
| 3M | -5.3% | -4.9% | -0.4% | -3.8% |
| 6M | -5.8% | -1.5% | -4.2% | -5.4% |
| YTD | -2.7% | +8.5% | -11.2% | -5.3% |
| 1Y | -1.7% | +11.4% | -13.1% | -5.1% |
| 3Y | +32.7% | +70.1% | -37.4% | +11.2% |
| 5Y | -8.4% | +53.7% | -62.1% | -21.2% |
| All | +39.5% | +215.5% | -176.0% | -10.3% |
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