+167.1%
NXT vs VMC
+38.1%
+129.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -2.6% | -3.7% | +1.1% | -0.9% |
| 30D | -22.4% | -12.8% | -9.7% | -17.6% |
| 3M | -27.3% | -7.9% | -19.4% | -25.3% |
| 6M | -28.5% | -7.5% | -21.0% | -26.4% |
| YTD | -6.6% | -11.6% | +5.0% | -3.0% |
| 1Y | +20.4% | -14.3% | +34.6% | +26.7% |
| 3Y | +90.9% | +18.5% | +72.4% | +66.3% |
| All | +167.1% | +38.1% | +129.0% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling