-100.0%
NXTS vs VT
+372.8%
-472.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -0.6% | -12.0% | -12.2% |
| 7D | -16.6% | +2.9% | -19.5% | -18.1% |
| 30D | -42.9% | -2.5% | -40.4% | -41.9% |
| 3M | -78.2% | -3.3% | -74.8% | -77.6% |
| 6M | -91.3% | +1.5% | -92.8% | -91.2% |
| YTD | -96.6% | +11.4% | -107.9% | -96.7% |
| 1Y | -98.2% | +11.9% | -110.1% | -98.3% |
| 3Y | -99.9% | +73.9% | -173.8% | -99.9% |
| 5Y | -100.0% | +57.9% | -157.9% | -100.0% |
| 10Y | -100.0% | +222.6% | -322.6% | -100.0% |
| All | -100.0% | +372.8% | -472.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling