+23.6%
VRT vs NXT
-0.4%
+24.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.3% |
| 7D | +10.5% | -9.4% | +19.9% | +15.5% |
| 30D | -9.3% | +15.1% | -24.4% | -16.9% |
| 3M | -29.6% | -9.1% | -20.5% | -27.4% |
| 6M | -45.4% | -30.3% | -15.0% | -36.6% |
| YTD | +24.8% | +9.1% | +15.7% | +7.2% |
| 1Y | +23.6% | +7.9% | +15.7% | +6.8% |
| All | +23.6% | -0.4% | +24.0% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling