-95.0%
NYXH vs VT
+63.7%
-158.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.7% |
| 7D | -14.8% | -2.0% | -12.8% | -13.5% |
| 30D | -5.7% | -1.4% | -4.2% | -4.5% |
| 3M | +14.5% | +4.7% | +9.8% | +11.3% |
| 6M | -57.6% | +11.4% | -69.0% | -59.2% |
| YTD | -67.4% | +13.1% | -80.4% | -68.8% |
| 1Y | -73.1% | +19.0% | -92.1% | -74.9% |
| 3Y | -81.8% | +73.9% | -155.8% | -85.7% |
| 5Y | -95.0% | +65.4% | -160.4% | -96.0% |
| All | -95.0% | +63.7% | -158.7% | -96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling