+172.1%
NXT vs VICR
+182.3%
-10.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.2% | -9.3% | -0.4% |
| 7D | -1.9% | +5.0% | -6.9% | -3.0% |
| 30D | -20.0% | -12.5% | -7.6% | -18.2% |
| 3M | -30.7% | -33.6% | +2.9% | -25.7% |
| 6M | -29.0% | +10.7% | -39.6% | -32.2% |
| YTD | -4.8% | +80.6% | -85.4% | -17.6% |
| 1Y | +22.8% | +288.4% | -265.6% | -8.3% |
| 3Y | +93.9% | +213.8% | -119.9% | +37.0% |
| All | +172.1% | +182.3% | -10.2% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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