+244.4%
NXT vs VFC
-18.9%
+263.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.6% |
| 7D | +15.1% | +7.7% | +7.4% | +13.3% |
| 30D | +21.8% | +39.2% | -17.4% | +13.1% |
| 3M | +1.6% | +40.3% | -38.7% | -5.9% |
| 6M | -16.7% | +11.4% | -28.1% | -19.5% |
| YTD | +20.4% | +17.5% | +2.9% | +14.1% |
| 1Y | +0.2% | +45.9% | -45.6% | -9.9% |
| 3Y | +208.7% | +47.3% | +161.4% | +147.9% |
| All | +244.4% | -18.9% | +263.3% | +235.0% |
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