-39.3%
VG vs NXT
+103.2%
-142.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | +1.7% | -1.1% | +2.8% | +1.7% |
| 30D | +16.0% | -15.3% | +31.3% | +16.3% |
| 3M | +9.7% | -43.8% | +53.5% | +12.8% |
| 6M | +29.6% | -18.7% | +48.2% | +25.5% |
| YTD | +112.0% | -3.0% | +115.0% | +96.7% |
| 1Y | +12.8% | +22.7% | -9.9% | -3.0% |
| All | -39.3% | +103.2% | -142.6% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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