-97.8%
NXL vs VT
+96.7%
-194.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.4% |
| 7D | -4.5% | -0.1% | -4.4% | -4.1% |
| 30D | -59.5% | -3.1% | -56.4% | -57.9% |
| 3M | -85.6% | -3.5% | -82.1% | -85.1% |
| 6M | -86.1% | +0.5% | -86.5% | -86.4% |
| YTD | -91.2% | +10.8% | -102.0% | -92.5% |
| 1Y | -96.3% | +11.9% | -108.2% | -96.9% |
| 3Y | -86.6% | +73.0% | -159.5% | -91.8% |
| All | -97.8% | +96.7% | -194.5% | -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