-93.6%
NYXH vs VT
+74.2%
-167.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.0% |
| 7D | -4.9% | -1.1% | -3.8% | -4.1% |
| 30D | -2.5% | -1.0% | -1.5% | -1.7% |
| 3M | +3.4% | +3.2% | +0.2% | +1.4% |
| 6M | -57.1% | +12.5% | -69.6% | -59.0% |
| YTD | -66.5% | +14.1% | -80.6% | -68.1% |
| 1Y | -72.3% | +18.9% | -91.2% | -74.1% |
| 3Y | -81.2% | +74.1% | -155.3% | -85.3% |
| 5Y | -94.9% | +66.9% | -161.8% | -95.9% |
| All | -93.6% | +74.2% | -167.7% | -94.9% |
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