+51.9%
NX vs VT
+223.7%
-171.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.0% | +2.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | +19.6% | -2.6% | +22.2% | +24.3% |
| 3M | -0.1% | -3.2% | +3.1% | +4.9% |
| 6M | +8.9% | +0.9% | +8.0% | +9.6% |
| YTD | +44.1% | +11.3% | +32.8% | +28.3% |
| 1Y | +70.5% | +14.0% | +56.5% | +47.2% |
| 3Y | -18.9% | +75.8% | -94.7% | -59.5% |
| 5Y | +4.7% | +57.8% | -53.2% | -39.4% |
| 10Y | +51.9% | +219.8% | -167.9% | -65.4% |
| All | +51.9% | +223.7% | -171.8% | -65.4% |
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