+170.4%
NXT vs VSH
+59.9%
+110.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.9% |
| 7D | -0.2% | +3.5% | -3.7% | -1.6% |
| 30D | -20.0% | -4.4% | -15.6% | -18.7% |
| 3M | -30.9% | -45.8% | +14.9% | -13.9% |
| 6M | -23.8% | +90.1% | -114.0% | -44.2% |
| YTD | -5.4% | +120.3% | -125.8% | -35.0% |
| 1Y | +28.0% | +112.2% | -84.2% | -11.4% |
| 3Y | +93.3% | +36.6% | +56.7% | +61.9% |
| All | +170.4% | +59.9% | +110.6% | +123.5% |
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