+98.9%
NXG vs VT
+223.7%
-124.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +2.1% |
| 7D | -3.1% | +0.4% | -3.4% | -3.3% |
| 30D | -18.9% | -2.6% | -16.3% | -16.5% |
| 3M | -21.3% | -3.2% | -18.1% | -18.5% |
| 6M | -17.2% | +0.9% | -18.2% | -17.9% |
| YTD | -0.5% | +11.3% | -11.8% | -11.3% |
| 1Y | +3.8% | +14.0% | -10.2% | -9.8% |
| 3Y | +123.6% | +75.8% | +47.8% | +21.6% |
| 5Y | +61.0% | +57.8% | +3.2% | -1.4% |
| 10Y | +98.9% | +219.8% | -120.9% | -35.7% |
| All | +98.9% | +223.7% | -124.8% | -35.7% |
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