-70.0%
NFXL vs VT
+21.4%
-91.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.7% |
| 7D | -10.2% | +1.0% | -11.2% | -10.4% |
| 30D | +5.3% | -0.2% | +5.5% | +5.3% |
| 3M | -18.8% | +4.5% | -23.4% | -19.6% |
| 6M | -46.4% | +14.1% | -60.4% | -49.8% |
| YTD | -43.1% | +14.8% | -57.9% | -46.7% |
| 1Y | -70.0% | +21.2% | -91.2% | -70.9% |
| All | -70.0% | +21.4% | -91.4% | -70.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling