+167.1%
NXT vs ITOT
+87.6%
+79.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.3% |
| 7D | -2.6% | -2.0% | -0.5% | +0.3% |
| 30D | -22.4% | -2.0% | -20.5% | -20.1% |
| 3M | -27.3% | +4.5% | -31.9% | -30.9% |
| 6M | -28.5% | +12.6% | -41.1% | -37.4% |
| YTD | -6.6% | +12.0% | -18.6% | -17.4% |
| 1Y | +20.4% | +17.3% | +3.1% | +1.8% |
| 3Y | +90.9% | +75.2% | +15.7% | -11.7% |
| All | +167.1% | +87.6% | +79.5% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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