+180.5%
NXT vs VICR
+175.7%
+4.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.6% |
| 7D | +2.9% | +9.8% | -7.0% | +0.8% |
| 30D | -17.2% | -12.6% | -4.6% | -15.3% |
| 3M | -32.0% | -29.7% | -2.3% | -27.8% |
| 6M | -15.8% | +18.8% | -34.6% | -20.4% |
| YTD | -1.9% | +76.4% | -78.3% | -14.5% |
| 1Y | +22.5% | +282.4% | -259.9% | -8.1% |
| 3Y | +100.5% | +206.2% | -105.6% | +42.6% |
| All | +180.5% | +175.7% | +4.8% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling