+207.3%
NXT vs VSH
+40.6%
+166.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.6% | -2.3% | -5.2% |
| 7D | -6.0% | +26.2% | -32.2% | -14.5% |
| 30D | +5.4% | -12.5% | +17.9% | +9.4% |
| 3M | -9.7% | -16.9% | +7.2% | -5.1% |
| 6M | -25.3% | -17.0% | -8.4% | -24.2% |
| YTD | +7.5% | +93.8% | -86.4% | -23.9% |
| 1Y | -3.0% | +99.3% | -102.3% | -32.1% |
| 3Y | +171.4% | +35.0% | +136.4% | +124.0% |
| All | +207.3% | +40.6% | +166.7% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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