+87.2%
VT vs NXT
+178.8%
-91.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +0.4% | -1.1% | +1.5% | +0.5% |
| 30D | +1.0% | -15.3% | +16.3% | +2.4% |
| 3M | +2.4% | -43.8% | +46.2% | +7.1% |
| 6M | +12.0% | -18.7% | +30.7% | +13.1% |
| YTD | +15.3% | -3.0% | +18.3% | +14.5% |
| 1Y | +22.6% | +22.7% | -0.1% | +19.1% |
| 3Y | +74.7% | +95.9% | -21.2% | +58.9% |
| All | +87.2% | +178.8% | -91.6% | +63.7% |
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