-96.5%
NXTC vs VT
+154.9%
-251.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.2% | +8.2% |
| 7D | +23.8% | +1.0% | +22.8% | +22.6% |
| 30D | +44.2% | -0.2% | +44.4% | +45.0% |
| 3M | +201.8% | +4.5% | +197.2% | +191.2% |
| 6M | -32.0% | +14.1% | -46.1% | -39.6% |
| YTD | -40.7% | +14.8% | -55.4% | -47.8% |
| 1Y | +71.1% | +21.2% | +49.9% | +43.4% |
| 3Y | -50.9% | +76.6% | -127.5% | -72.4% |
| 5Y | -90.4% | +66.6% | -157.0% | -94.2% |
| All | -96.5% | +154.9% | -251.4% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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