+1,765.1%
VRT vs NXT
+181.9%
+1,583.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.5% | +3.3% |
| 7D | +13.6% | +2.9% | +10.8% | +12.6% |
| 30D | +6.8% | -17.2% | +24.0% | +13.6% |
| 3M | -3.2% | -32.0% | +28.8% | +9.6% |
| 6M | +20.3% | -15.8% | +36.1% | +26.8% |
| YTD | +79.6% | -1.9% | +81.5% | +81.0% |
| 1Y | +139.0% | +22.5% | +116.5% | +128.8% |
| 3Y | +644.6% | +100.5% | +544.1% | +515.7% |
| All | +1,765.1% | +181.9% | +1,583.2% | +1,248.3% |
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