-96.7%
NKTX vs VT
+129.2%
-225.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.6% | -10.7% | -12.5% |
| 7D | +4.6% | +0.4% | +4.2% | +4.1% |
| 30D | -29.3% | -2.6% | -26.7% | -26.0% |
| 3M | -34.0% | -3.2% | -30.8% | -30.1% |
| 6M | -50.2% | +0.9% | -51.1% | -50.9% |
| YTD | -14.1% | +11.3% | -25.4% | -26.9% |
| 1Y | -18.9% | +14.0% | -32.9% | -33.6% |
| 3Y | -22.4% | +75.8% | -98.3% | -67.8% |
| 5Y | -90.7% | +57.8% | -148.5% | -95.2% |
| All | -96.7% | +129.2% | -225.8% | -98.8% |
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