+107.6%
ALL vs NXT
+246.1%
-138.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.3% | -9.8% | -4.3% |
| 7D | -1.9% | +32.2% | -34.2% | -1.2% |
| 30D | +13.8% | +21.9% | -8.1% | +14.4% |
| 3M | -7.0% | +6.6% | -13.6% | -6.7% |
| 6M | +18.0% | -16.8% | +34.8% | +18.0% |
| YTD | +24.2% | +20.4% | +3.8% | +24.0% |
| 1Y | +31.2% | -1.5% | +32.7% | +31.1% |
| 3Y | +107.5% | +182.4% | -74.8% | +100.7% |
| All | +107.6% | +246.1% | -138.5% | +91.8% |
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