-94.0%
NXGL vs VT
+63.6%
-157.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.1% | +17.3% | +17.6% |
| 7D | +5.7% | -0.7% | +6.4% | +6.2% |
| 30D | +11.3% | -1.7% | +13.0% | +12.2% |
| 3M | -50.2% | -2.3% | -47.9% | -49.6% |
| 6M | -65.0% | +1.5% | -66.5% | -65.8% |
| YTD | -86.8% | +12.0% | -98.9% | -88.2% |
| 1Y | -90.7% | +12.9% | -103.6% | -91.7% |
| 3Y | -87.7% | +74.9% | -162.6% | -92.2% |
| All | -94.0% | +63.6% | -157.6% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling