+117.3%
ALL vs NXT
+208.8%
-91.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.9% | +8.7% | +1.5% |
| 7D | 0.0% | -6.0% | +6.0% | -0.2% |
| 30D | +12.8% | +5.4% | +7.4% | +13.1% |
| 3M | +4.7% | -9.7% | +14.4% | +4.6% |
| 6M | +24.9% | -25.3% | +50.3% | +24.6% |
| YTD | +30.0% | +7.5% | +22.5% | +29.4% |
| 1Y | +29.9% | -3.0% | +33.0% | +29.4% |
| 3Y | +117.5% | +171.4% | -53.8% | +108.7% |
| All | +117.3% | +208.8% | -91.5% | +100.2% |
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