+227.7%
NXT vs VFC
-19.4%
+247.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.2% | -4.7% |
| 7D | +4.0% | +3.5% | +0.5% | +3.3% |
| 30D | +15.9% | +38.3% | -22.3% | +7.8% |
| 3M | -3.0% | +40.2% | -43.2% | -10.1% |
| 6M | -20.7% | +10.6% | -31.3% | -23.3% |
| YTD | +14.6% | +16.7% | -2.1% | +8.7% |
| 1Y | -7.1% | +45.0% | -52.1% | -16.4% |
| 3Y | +189.4% | +48.8% | +140.6% | +131.7% |
| All | +227.7% | -19.4% | +247.2% | +219.4% |
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