+170.4%
NXT vs VIVK
-100.0%
+270.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.3% | +2.7% | -3.6% |
| 7D | -0.2% | -7.9% | +7.7% | -0.2% |
| 30D | -20.0% | -42.0% | +22.0% | -20.0% |
| 3M | -30.9% | -92.5% | +61.6% | -31.1% |
| 6M | -23.8% | -98.0% | +74.2% | -24.0% |
| YTD | -5.4% | -97.9% | +92.5% | -6.0% |
| 1Y | +28.0% | -100.0% | +128.0% | +31.6% |
| 3Y | +93.3% | -100.0% | +193.3% | +92.9% |
| All | +170.4% | -100.0% | +270.4% | +168.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling