-98.9%
NNOX vs VT
+110.7%
-209.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.7% |
| 7D | -27.3% | -2.3% | -25.0% | -23.8% |
| 30D | -59.7% | -5.0% | -54.7% | -55.7% |
| 3M | -76.5% | -4.9% | -71.6% | -74.2% |
| 6M | -86.6% | -1.5% | -85.1% | -86.3% |
| YTD | -91.4% | +8.5% | -99.9% | -92.8% |
| 1Y | -92.4% | +11.4% | -103.8% | -94.0% |
| 3Y | -95.8% | +70.1% | -165.9% | -98.5% |
| 5Y | -99.1% | +53.7% | -152.8% | -99.5% |
| All | -98.9% | +110.7% | -209.6% | -99.6% |
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