+170.4%
NXT vs VO
+53.6%
+116.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -2.4% |
| 7D | -0.2% | -0.6% | +0.4% | +0.7% |
| 30D | -20.0% | -1.9% | -18.0% | -17.4% |
| 3M | -30.9% | +3.3% | -34.2% | -33.5% |
| 6M | -23.8% | +9.7% | -33.5% | -32.2% |
| YTD | -5.4% | +12.6% | -18.1% | -18.6% |
| 1Y | +28.0% | +13.6% | +14.4% | +9.6% |
| 3Y | +93.3% | +56.8% | +36.5% | -0.9% |
| All | +170.4% | +53.6% | +116.8% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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