-79.0%
VFC vs NTR
+45.0%
-124.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.9% |
| 7D | -3.3% | -2.5% | -0.8% | -2.7% |
| 30D | -14.0% | +17.0% | -31.0% | -17.6% |
| 3M | -22.6% | +22.2% | -44.7% | -26.9% |
| 6M | -24.7% | +5.2% | -29.9% | -26.7% |
| YTD | -29.0% | +29.7% | -58.6% | -35.7% |
| 1Y | -13.8% | +39.4% | -53.2% | -24.0% |
| 3Y | -28.2% | +38.2% | -66.4% | -38.1% |
| 5Y | -79.0% | +47.6% | -126.6% | -84.2% |
| All | -79.0% | +45.0% | -124.0% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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