+76.1%
VT vs NXT
+246.1%
-170.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.1% | -0.3% |
| 7D | -2.3% | +32.2% | -34.6% | -4.9% |
| 30D | -5.0% | +21.9% | -26.9% | -6.8% |
| 3M | -4.9% | +6.6% | -11.5% | -5.8% |
| 6M | -1.5% | -16.8% | +15.3% | -0.9% |
| YTD | +8.5% | +20.4% | -11.9% | +5.4% |
| 1Y | +11.4% | -1.5% | +12.9% | +9.8% |
| 3Y | +70.1% | +182.4% | -112.3% | +49.5% |
| All | +76.1% | +246.1% | -170.0% | +50.6% |
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