+67.6%
NX vs VT
+345.0%
-277.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.1% | -3.3% | -2.0% |
| 7D | +0.8% | -4.2% | +4.9% | +6.8% |
| 30D | +11.0% | -5.8% | +16.8% | +20.2% |
| 3M | +0.6% | -5.2% | +5.8% | +8.3% |
| 6M | +7.7% | +0.1% | +7.6% | +9.5% |
| YTD | +37.8% | +8.2% | +29.6% | +27.5% |
| 1Y | +59.2% | +10.1% | +49.1% | +44.1% |
| 3Y | -24.2% | +69.7% | -93.9% | -60.0% |
| 5Y | -0.3% | +53.4% | -53.7% | -40.0% |
| 10Y | +54.6% | +219.2% | -164.7% | -61.7% |
| All | +67.6% | +345.0% | -277.3% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling