-7.2%
NKX vs VT
+53.4%
-60.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +1.2% | -2.3% | +3.6% | +1.8% |
| 30D | +10.1% | -5.0% | +15.0% | +11.3% |
| 3M | -5.2% | -4.9% | -0.4% | -4.2% |
| 6M | -4.7% | -1.5% | -3.2% | -4.5% |
| YTD | -2.7% | +8.5% | -11.2% | -4.7% |
| 1Y | -4.7% | +11.4% | -16.1% | -7.1% |
| 3Y | +30.1% | +70.1% | -40.0% | +13.9% |
| All | -7.2% | +53.4% | -60.6% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling