+44.0%
NX vs VT
+222.7%
-178.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.2% | 0.0% | +22.2% | +22.3% |
| 7D | +18.1% | +0.4% | +17.6% | +17.4% |
| 30D | +9.8% | +1.0% | +8.8% | +8.5% |
| 3M | +29.4% | +2.4% | +27.0% | +26.8% |
| 6M | +17.7% | +12.0% | +5.7% | +3.3% |
| YTD | +50.5% | +15.3% | +35.2% | +27.3% |
| 1Y | +11.8% | +22.6% | -10.8% | -12.6% |
| 3Y | -18.7% | +74.7% | -93.4% | -59.2% |
| 5Y | +12.2% | +66.1% | -54.0% | -39.6% |
| All | +44.0% | +222.7% | -178.8% | -66.9% |
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