-100.0%
NXTT vs VT
+95.6%
-195.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +2.5% |
| 7D | -11.3% | +0.4% | -11.7% | -11.5% |
| 30D | -11.1% | -2.6% | -8.5% | -8.3% |
| 3M | -21.5% | -3.2% | -18.3% | -17.9% |
| 6M | -96.8% | +0.9% | -97.8% | -97.0% |
| YTD | -99.2% | +11.3% | -110.5% | -99.4% |
| 1Y | -99.7% | +14.0% | -113.7% | -99.8% |
| 3Y | -100.0% | +75.8% | -175.8% | -100.0% |
| All | -100.0% | +95.6% | -195.6% | -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