-100.0%
NXPL vs VT
+345.0%
-445.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.1% | -1.6% | -5.1% |
| 7D | -8.6% | -4.2% | -4.4% | -8.0% |
| 30D | -18.1% | -5.8% | -12.3% | -17.4% |
| 3M | +25.9% | -5.2% | +31.1% | +26.9% |
| 6M | +11.0% | +0.1% | +10.8% | +11.3% |
| YTD | +43.2% | +8.2% | +35.0% | +42.5% |
| 1Y | -9.6% | +10.1% | -19.8% | -10.2% |
| 3Y | -55.6% | +69.7% | -125.3% | -57.0% |
| 5Y | -85.2% | +53.4% | -138.6% | -85.7% |
| 10Y | -99.8% | +219.2% | -319.0% | -99.8% |
| All | -100.0% | +345.0% | -445.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling