+55.3%
B vs NXT
+20.2%
+35.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | +2.3% | +2.9% | -0.5% | +1.7% |
| 30D | +1.4% | -17.2% | +18.6% | +5.3% |
| 3M | +12.2% | -32.0% | +44.2% | +20.8% |
| 6M | -2.1% | -15.8% | +13.6% | +1.1% |
| YTD | +2.9% | -1.9% | +4.8% | +4.3% |
| 1Y | +55.3% | +22.5% | +32.8% | +50.1% |
| All | +55.3% | +20.2% | +35.1% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling