-93.3%
NKTX vs VT
+136.3%
-229.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.5% | +11.1% | +11.5% |
| 7D | +19.6% | +1.0% | +18.6% | +17.5% |
| 30D | +34.0% | -0.2% | +34.3% | +34.6% |
| 3M | +34.6% | +4.5% | +30.0% | +24.4% |
| 6M | +29.2% | +14.1% | +15.1% | +4.4% |
| YTD | +74.6% | +14.8% | +59.8% | +40.7% |
| 1Y | +52.4% | +21.2% | +31.2% | +12.9% |
| 3Y | +103.1% | +76.6% | +26.6% | -16.4% |
| 5Y | -88.6% | +66.6% | -155.2% | -94.5% |
| All | -93.3% | +136.3% | -229.5% | -97.7% |
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