+1,073.0%
VRT vs NXT
+246.1%
+826.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.9% | +1.7% |
| 7D | -21.4% | +32.2% | -53.6% | -29.1% |
| 30D | -25.8% | +21.9% | -47.7% | -31.1% |
| 3M | -33.5% | +6.6% | -40.1% | -35.7% |
| 6M | -49.0% | -16.8% | -32.2% | -47.0% |
| YTD | +12.9% | +20.4% | -7.5% | +5.3% |
| 1Y | 0.0% | -1.5% | +1.6% | -1.7% |
| 3Y | +361.8% | +182.4% | +179.4% | +245.5% |
| All | +1,073.0% | +246.1% | +826.9% | +684.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling