+167.1%
NXT vs VIG
+61.2%
+105.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.5% |
| 7D | -2.6% | -2.2% | -0.3% | +0.8% |
| 30D | -22.4% | -3.2% | -19.2% | -18.5% |
| 3M | -27.3% | +3.0% | -30.4% | -30.2% |
| 6M | -28.5% | +8.1% | -36.6% | -35.1% |
| YTD | -6.6% | +9.1% | -15.7% | -15.9% |
| 1Y | +20.4% | +12.6% | +7.8% | +4.6% |
| 3Y | +90.9% | +55.4% | +35.5% | -2.7% |
| All | +167.1% | +61.2% | +105.9% | +30.1% |
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