-26.4%
NEXT vs VT
+229.3%
-255.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.1% | +0.4% | -0.6% | -0.7% |
| 30D | +14.3% | +1.0% | +13.4% | +12.9% |
| 3M | -15.2% | +2.4% | -17.6% | -18.6% |
| 6M | +23.8% | +12.0% | +11.8% | +3.8% |
| YTD | +39.3% | +15.3% | +23.9% | +12.7% |
| 1Y | -29.8% | +22.6% | -52.4% | -47.7% |
| 3Y | +17.3% | +74.7% | -57.4% | -43.5% |
| 5Y | +121.8% | +66.1% | +55.6% | +15.5% |
| 10Y | -27.0% | +225.0% | -252.0% | -78.4% |
| All | -26.4% | +229.3% | -255.7% | -78.1% |
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