-97.8%
NXL vs VT
+97.2%
-195.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.3% |
| 7D | +0.7% | +2.4% | -1.7% | -2.0% |
| 30D | -41.0% | -1.5% | -39.5% | -39.8% |
| 3M | -85.9% | -4.1% | -81.8% | -85.3% |
| 6M | -85.5% | +0.6% | -86.0% | -85.8% |
| YTD | -91.2% | +11.0% | -102.2% | -92.5% |
| 1Y | -95.8% | +13.3% | -109.1% | -96.5% |
| 3Y | -85.5% | +73.4% | -158.9% | -91.2% |
| All | -97.8% | +97.2% | -195.0% | -98.9% |
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