+519.1%
VST vs NXT
+246.1%
+273.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | -0.5% | +15.1% | -15.6% | -4.0% |
| 30D | -17.1% | +21.8% | -38.9% | -21.2% |
| 3M | -4.6% | +1.6% | -6.2% | -5.8% |
| 6M | -9.1% | -16.7% | +7.6% | -7.5% |
| YTD | -16.6% | +20.4% | -37.0% | -23.4% |
| 1Y | -29.5% | +0.2% | -29.7% | -32.6% |
| 3Y | +297.5% | +208.7% | +88.8% | +195.6% |
| All | +519.1% | +246.1% | +273.1% | +345.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling