+137.9%
NKX vs VT
+346.0%
-208.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +1.2% | -2.3% | +3.6% | +1.6% |
| 30D | +10.1% | -5.0% | +15.0% | +11.0% |
| 3M | -5.2% | -4.9% | -0.4% | -4.5% |
| 6M | -4.7% | -1.5% | -3.2% | -4.5% |
| YTD | -2.7% | +8.5% | -11.2% | -4.1% |
| 1Y | -4.7% | +11.4% | -16.1% | -6.5% |
| 3Y | +30.1% | +70.1% | -40.0% | +18.8% |
| 5Y | -6.9% | +53.7% | -60.6% | -14.0% |
| 10Y | +25.9% | +220.0% | -194.1% | +3.9% |
| All | +137.9% | +346.0% | -208.1% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling