+6.9%
NXT vs VMC
+3.7%
+3.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +4.6% | +6.5% | +9.0% |
| 7D | +30.0% | +12.3% | +17.7% | +23.9% |
| 30D | +28.6% | +21.2% | +7.4% | +18.4% |
| 3M | +8.4% | +4.6% | +3.8% | +6.3% |
| 6M | -8.7% | +3.9% | -12.6% | -11.2% |
| YTD | +22.5% | +5.0% | +17.5% | +10.5% |
| 1Y | +6.9% | +2.6% | +4.3% | -1.6% |
| All | +6.9% | +3.7% | +3.2% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling