-78.2%
NKLR vs VT
+13.4%
-91.6%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | +2.6% | +11.0% | +5.7% |
| 7D | +20.7% | +0.4% | +20.4% | +20.8% |
| 30D | -15.2% | -2.6% | -12.6% | -6.9% |
| 3M | -53.4% | -3.2% | -50.2% | -47.4% |
| 6M | -53.6% | +0.9% | -54.6% | -53.1% |
| YTD | -42.0% | +11.3% | -53.3% | -55.8% |
| 1Y | -59.1% | +14.0% | -73.1% | -71.6% |
| All | -78.2% | +13.4% | -91.6% | -83.8% |
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