+49.6%
NX vs VT
+215.5%
-165.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.4% |
| 7D | +0.1% | -2.3% | +2.5% | +3.6% |
| 30D | +12.6% | -5.0% | +17.5% | +20.8% |
| 3M | -0.4% | -4.9% | +4.4% | +7.0% |
| 6M | +3.8% | -1.5% | +5.3% | +7.9% |
| YTD | +36.4% | +8.5% | +27.9% | +25.6% |
| 1Y | +61.9% | +11.4% | +50.5% | +44.1% |
| 3Y | -25.1% | +70.1% | -95.2% | -60.9% |
| 5Y | -1.4% | +53.7% | -55.1% | -40.9% |
| All | +49.6% | +215.5% | -165.9% | -64.4% |
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 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