+106.5%
ALL vs NXT
+181.9%
-75.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.3% |
| 7D | -1.7% | +2.9% | -4.6% | -1.6% |
| 30D | -4.7% | -17.2% | +12.6% | -5.1% |
| 3M | +18.4% | -32.0% | +50.4% | +17.7% |
| 6M | +20.5% | -15.8% | +36.3% | +19.6% |
| YTD | +23.5% | -1.9% | +25.4% | +22.6% |
| 1Y | +29.0% | +22.5% | +6.5% | +27.5% |
| 3Y | +153.7% | +100.5% | +53.2% | +146.6% |
| All | +106.5% | +181.9% | -75.4% | +89.6% |
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 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