+48.4%
NX vs VT
+217.6%
-169.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.6% |
| 7D | +0.6% | -0.1% | +0.8% | +1.2% |
| 30D | +15.7% | -3.1% | +18.8% | +21.1% |
| 3M | +0.9% | -3.5% | +4.4% | +6.4% |
| 6M | +5.4% | +0.5% | +5.0% | +6.8% |
| YTD | +39.5% | +10.8% | +28.7% | +25.0% |
| 1Y | +63.5% | +11.9% | +51.6% | +44.7% |
| 3Y | -23.2% | +73.0% | -96.2% | -60.8% |
| 5Y | +3.1% | +58.6% | -55.5% | -40.7% |
| 10Y | +48.4% | +219.2% | -170.8% | -65.7% |
| All | +48.4% | +217.6% | -169.3% | -65.7% |
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