+33.6%
NXRT vs VT
+215.5%
-181.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.4% |
| 7D | -9.8% | -2.3% | -7.5% | -7.7% |
| 30D | -16.6% | -5.0% | -11.7% | -12.4% |
| 3M | -33.2% | -4.9% | -28.4% | -29.9% |
| 6M | -43.2% | -1.5% | -41.6% | -42.8% |
| YTD | -42.5% | +8.5% | -51.0% | -47.7% |
| 1Y | -42.6% | +11.4% | -54.0% | -49.3% |
| 3Y | -34.5% | +70.1% | -104.5% | -62.8% |
| 5Y | -72.0% | +53.7% | -125.8% | -82.4% |
| All | +33.6% | +215.5% | -181.9% | -53.9% |
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