+170.4%
NXT vs VYM
+62.7%
+107.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.8% |
| 7D | -0.2% | -1.0% | +0.8% | +1.3% |
| 30D | -20.0% | -2.0% | -17.9% | -17.4% |
| 3M | -30.9% | +3.1% | -34.0% | -33.8% |
| 6M | -23.8% | +8.9% | -32.7% | -32.0% |
| YTD | -5.4% | +14.7% | -20.2% | -21.1% |
| 1Y | +28.0% | +19.4% | +8.6% | +1.8% |
| 3Y | +93.3% | +65.4% | +27.9% | -8.7% |
| All | +170.4% | +62.7% | +107.7% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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