-100.0%
NXTS vs VT
+57.0%
-157.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.3% | +10.2% | +10.2% |
| 7D | -14.0% | +2.4% | -16.4% | -16.2% |
| 30D | -32.3% | -1.5% | -30.8% | -31.1% |
| 3M | -77.3% | -4.1% | -73.2% | -76.2% |
| 6M | -90.6% | +0.6% | -91.2% | -90.4% |
| YTD | -96.2% | +11.0% | -107.3% | -96.5% |
| 1Y | -98.0% | +13.3% | -111.3% | -98.1% |
| 3Y | -99.9% | +73.4% | -173.3% | -99.9% |
| All | -100.0% | +57.0% | -157.0% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling