+414.9%
NXST vs VT
+223.7%
+191.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.6% | +3.3% | +2.6% |
| 7D | +13.3% | +0.4% | +13.0% | +12.6% |
| 30D | +24.6% | -2.6% | +27.2% | +28.4% |
| 3M | +4.9% | -3.2% | +8.1% | +8.9% |
| 6M | +1.2% | +0.9% | +0.2% | -1.2% |
| YTD | +1.8% | +11.3% | -9.5% | -13.2% |
| 1Y | +9.5% | +14.0% | -4.5% | -9.7% |
| 3Y | +55.7% | +75.8% | -20.1% | -29.3% |
| 5Y | +40.2% | +57.8% | -17.6% | -25.8% |
| 10Y | +414.9% | +219.8% | +195.1% | +26.2% |
| All | +414.9% | +223.7% | +191.2% | +26.2% |
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