+172.1%
NXT vs VIVK
-100.0%
+272.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.4% | +9.3% | +1.9% |
| 7D | -1.9% | -4.4% | +2.5% | -1.9% |
| 30D | -20.0% | -40.8% | +20.8% | -20.1% |
| 3M | -30.7% | -94.1% | +63.4% | -30.9% |
| 6M | -29.0% | -98.2% | +69.2% | -29.1% |
| YTD | -4.8% | -98.0% | +93.2% | -5.4% |
| 1Y | +22.8% | -100.0% | +122.8% | +26.1% |
| 3Y | +93.9% | -100.0% | +193.9% | +93.5% |
| All | +172.1% | -100.0% | +272.1% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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