-99.6%
NXPL vs VT
+223.7%
-323.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.6% | +4.1% | +5.8% |
| 7D | +5.9% | +0.4% | +5.5% | +5.9% |
| 30D | -2.3% | -2.6% | +0.3% | -1.4% |
| 3M | +36.9% | -3.2% | +40.2% | +38.5% |
| 6M | +29.8% | +0.9% | +28.9% | +30.2% |
| YTD | +65.8% | +11.3% | +54.5% | +62.4% |
| 1Y | +12.7% | +14.0% | -1.3% | +9.9% |
| 3Y | -50.6% | +75.8% | -126.5% | -54.4% |
| 5Y | -83.6% | +57.8% | -141.4% | -85.2% |
| 10Y | -99.6% | +219.8% | -319.4% | -97.2% |
| All | -99.6% | +223.7% | -323.3% | -97.2% |
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 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