+111.5%
ALL vs NXT
+178.8%
-67.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.3% |
| 7D | 0.0% | -1.1% | +1.1% | 0.0% |
| 30D | -1.5% | -15.3% | +13.9% | -1.9% |
| 3M | +23.6% | -43.8% | +67.4% | +22.8% |
| 6M | +22.3% | -18.7% | +41.0% | +21.4% |
| YTD | +26.5% | -3.0% | +29.5% | +25.5% |
| 1Y | +27.0% | +22.7% | +4.3% | +25.5% |
| 3Y | +149.6% | +95.9% | +53.7% | +142.8% |
| All | +111.5% | +178.8% | -67.3% | +94.1% |
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