-92.9%
NXL vs VT
+103.8%
-196.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.7% |
| 7D | -29.6% | +1.0% | -30.6% | -30.6% |
| 30D | -54.8% | -0.2% | -54.5% | -54.7% |
| 3M | -68.2% | +4.5% | -72.7% | -70.3% |
| 6M | -63.8% | +14.1% | -77.9% | -70.0% |
| YTD | -71.4% | +14.8% | -86.1% | -76.6% |
| 1Y | -80.8% | +21.2% | -102.0% | -85.1% |
| 3Y | -60.1% | +76.6% | -136.7% | -76.3% |
| All | -92.9% | +103.8% | -196.7% | -96.4% |
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