-80.8%
NKLR vs VT
+10.5%
-91.3%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +0.2% | +16.0% | +15.6% |
| 7D | +6.3% | -2.3% | +8.6% | +14.7% |
| 30D | -30.2% | -5.0% | -25.2% | -18.0% |
| 3M | -58.8% | -4.9% | -53.9% | -51.2% |
| 6M | -64.5% | -1.5% | -62.9% | -61.4% |
| YTD | -48.9% | +8.5% | -57.4% | -58.2% |
| 1Y | -62.7% | +11.4% | -74.1% | -72.5% |
| All | -80.8% | +10.5% | -91.3% | -84.7% |
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 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