+170.4%
NXT vs VFC
-50.2%
+220.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.1% |
| 7D | -0.2% | -2.3% | +2.1% | +0.3% |
| 30D | -20.0% | -13.4% | -6.6% | -17.4% |
| 3M | -30.9% | -23.7% | -7.2% | -27.2% |
| 6M | -23.8% | -24.5% | +0.6% | -20.0% |
| YTD | -5.4% | -27.8% | +22.4% | 0.0% |
| 1Y | +28.0% | -13.5% | +41.5% | +28.9% |
| 3Y | +93.3% | -27.1% | +120.4% | +81.6% |
| All | +170.4% | -50.2% | +220.6% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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