+180.5%
NXT vs VFC
-49.1%
+229.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | +2.9% | +0.8% | +2.0% | +2.7% |
| 30D | -17.2% | -11.9% | -5.3% | -14.9% |
| 3M | -32.0% | -20.2% | -11.8% | -29.0% |
| 6M | -15.8% | -23.0% | +7.2% | -11.9% |
| YTD | -1.9% | -26.2% | +24.3% | +3.2% |
| 1Y | +22.5% | -13.3% | +35.8% | +23.3% |
| 3Y | +100.5% | -25.5% | +126.0% | +87.4% |
| All | +180.5% | -49.1% | +229.6% | +203.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling