+11.7%
AGG vs NXT
+171.8%
-160.1%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.2% |
| 7D | -0.2% | -0.2% | +0.1% | -0.2% |
| 30D | -0.2% | -20.0% | +19.7% | 0.0% |
| 3M | -0.7% | -30.9% | +30.2% | -0.4% |
| 6M | -1.8% | -23.8% | +22.1% | -1.6% |
| YTD | -0.6% | -5.4% | +4.9% | -0.7% |
| 1Y | +0.4% | +28.0% | -27.7% | -0.1% |
| 3Y | +13.2% | +93.3% | -80.1% | +11.3% |
| All | +11.7% | +171.8% | -160.1% | +10.4% |
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