+167.1%
NXT vs VTRS
+60.6%
+106.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -2.6% | -3.3% | +0.7% | -1.6% |
| 30D | -22.4% | +1.4% | -23.8% | -22.8% |
| 3M | -27.3% | +4.6% | -32.0% | -28.6% |
| 6M | -28.5% | +18.1% | -46.5% | -32.6% |
| YTD | -6.6% | +34.7% | -41.3% | -15.6% |
| 1Y | +20.4% | +65.6% | -45.3% | +1.7% |
| 3Y | +90.9% | +83.8% | +7.1% | +47.7% |
| All | +167.1% | +60.6% | +106.5% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 all: compounded portfolio wealth divided by compounded VTRS 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…
all analysis · Full analysis span regression · 6 months rolling