-48.9%
NFXL vs VT
+37.1%
-86.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +2.6% |
| 7D | -6.0% | -0.7% | -5.3% | -5.3% |
| 30D | -18.3% | -1.7% | -16.6% | -16.7% |
| 3M | -29.9% | -2.3% | -27.6% | -28.0% |
| 6M | -49.3% | +1.5% | -50.8% | -51.0% |
| YTD | -61.5% | +12.0% | -73.6% | -68.8% |
| 1Y | -74.7% | +12.9% | -87.6% | -79.9% |
| All | -48.9% | +37.1% | -86.0% | -70.6% |
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