-91.0%
NXGL vs VT
+68.4%
-159.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -9.9% | +0.4% | -10.4% | -10.3% |
| 30D | -22.9% | +1.0% | -23.8% | -23.4% |
| 3M | -46.0% | +2.4% | -48.4% | -47.1% |
| 6M | -69.5% | +12.0% | -81.5% | -72.6% |
| YTD | -80.3% | +15.3% | -95.6% | -82.7% |
| 1Y | -85.8% | +22.6% | -108.4% | -88.1% |
| 3Y | -87.4% | +74.7% | -162.1% | -92.1% |
| All | -91.0% | +68.4% | -159.4% | -92.9% |
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