+100.0%
VTR vs NXT
+178.8%
-78.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.0% |
| 7D | -1.7% | -1.1% | -0.6% | -1.7% |
| 30D | -2.4% | -15.3% | +12.9% | -2.2% |
| 3M | +14.8% | -43.8% | +58.6% | +15.9% |
| 6M | +5.3% | -18.7% | +24.0% | +5.0% |
| YTD | +18.1% | -3.0% | +21.1% | +16.9% |
| 1Y | +36.7% | +22.7% | +14.0% | +33.6% |
| 3Y | +130.1% | +95.9% | +34.2% | +112.2% |
| All | +100.0% | +178.8% | -78.8% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling