+90.3%
NXT vs VIVK
-100.0%
+190.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.2% |
| 7D | -2.6% | -9.5% | +6.9% | -2.6% |
| 30D | -22.4% | -35.1% | +12.7% | -22.5% |
| 3M | -27.3% | -93.4% | +66.0% | -27.5% |
| 6M | -28.5% | -98.0% | +69.5% | -28.6% |
| YTD | -6.6% | -97.9% | +91.2% | -7.2% |
| 1Y | +20.4% | -100.0% | +120.3% | +24.4% |
| All | +90.3% | -100.0% | +190.3% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling