+212.0%
NXT vs VIG
+71.4%
+140.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -9.4% | +3.5% | -12.9% | -14.1% |
| 30D | +15.1% | +4.9% | +10.2% | +7.1% |
| 3M | -9.1% | +2.5% | -11.6% | -12.2% |
| 6M | -30.3% | +11.0% | -41.3% | -39.6% |
| YTD | +9.1% | +16.0% | -6.9% | -10.3% |
| 1Y | +7.9% | +17.5% | -9.7% | -12.6% |
| 3Y | +176.5% | +67.0% | +109.5% | +27.0% |
| All | +212.0% | +71.4% | +140.6% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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