+131.3%
B vs NXT
+208.8%
-77.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.9% | +3.8% | -2.3% |
| 7D | -6.2% | -6.0% | -0.2% | -5.5% |
| 30D | -6.6% | +5.4% | -12.1% | -7.3% |
| 3M | -7.9% | -9.7% | +1.8% | -7.2% |
| 6M | -16.8% | -25.3% | +8.5% | -14.8% |
| YTD | -11.7% | +7.5% | -19.1% | -12.2% |
| 1Y | +3.5% | -3.0% | +6.5% | +3.5% |
| 3Y | +165.7% | +171.4% | -5.7% | +149.3% |
| All | +131.3% | +208.8% | -77.5% | +130.4% |
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 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