+90.2%
NXG vs VT
+215.5%
-125.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +2.9% |
| 7D | -10.6% | -2.3% | -8.3% | -8.4% |
| 30D | -22.7% | -5.0% | -17.7% | -18.4% |
| 3M | -24.5% | -4.9% | -19.6% | -20.4% |
| 6M | -21.5% | -1.5% | -19.9% | -20.2% |
| YTD | -5.0% | +8.5% | -13.5% | -13.1% |
| 1Y | -1.5% | +11.4% | -12.8% | -12.4% |
| 3Y | +106.5% | +70.1% | +36.4% | +16.2% |
| 5Y | +56.0% | +53.7% | +2.3% | -1.9% |
| All | +90.2% | +215.5% | -125.3% | -37.3% |
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