+5,708.2%
NXST vs VT
+374.2%
+5,334.0%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.5% | +0.4% | -4.0% | -4.0% |
| 30D | -6.0% | +1.0% | -7.0% | -7.1% |
| 3M | -1.3% | +2.4% | -3.7% | -4.6% |
| 6M | -26.6% | +12.0% | -38.6% | -36.5% |
| YTD | -10.5% | +15.3% | -25.8% | -25.3% |
| 1Y | -11.2% | +22.6% | -33.8% | -31.3% |
| 3Y | +40.8% | +74.7% | -33.9% | -28.3% |
| 5Y | +40.8% | +66.1% | -25.3% | -24.2% |
| 10Y | +327.7% | +225.0% | +102.7% | +12.9% |
| All | +5,708.2% | +374.2% | +5,334.0% | +882.4% |
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