+163.6%
NZF vs VT
+345.0%
-181.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +0.1% |
| 7D | +0.4% | -4.2% | +4.5% | +1.5% |
| 30D | +4.8% | -5.8% | +10.6% | +6.5% |
| 3M | -6.0% | -5.2% | -0.8% | -4.7% |
| 6M | -6.1% | +0.1% | -6.2% | -6.2% |
| YTD | -3.9% | +8.2% | -12.1% | -6.0% |
| 1Y | -2.8% | +10.1% | -12.9% | -5.4% |
| 3Y | +31.0% | +69.7% | -38.6% | +13.0% |
| 5Y | -9.5% | +53.4% | -62.9% | -20.4% |
| 10Y | +37.7% | +219.2% | -181.5% | -1.5% |
| All | +163.6% | +345.0% | -181.4% | +53.7% |
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