+22.7%
NXT vs VMC
-8.5%
+31.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.8% |
| 7D | -1.1% | -4.3% | +3.2% | +0.8% |
| 30D | -15.3% | -8.2% | -7.1% | -12.0% |
| 3M | -43.8% | -7.0% | -36.7% | -42.5% |
| 6M | -18.7% | -10.8% | -7.9% | -15.6% |
| YTD | -3.0% | -7.4% | +4.4% | -5.6% |
| 1Y | +22.7% | -9.5% | +32.2% | +21.6% |
| All | +22.7% | -8.5% | +31.3% | +21.6% |
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