+166.1%
B vs NXT
+181.6%
-15.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | -0.2% |
| 7D | +9.6% | +32.2% | -22.6% | +5.2% |
| 30D | +3.5% | +21.9% | -18.4% | +0.5% |
| 3M | -1.6% | +6.6% | -8.2% | -3.0% |
| 6M | -1.7% | -16.8% | +15.1% | -0.5% |
| YTD | -5.3% | +20.4% | -25.8% | -7.8% |
| 1Y | +27.2% | -1.5% | +28.7% | +25.8% |
| 3Y | +166.1% | +182.4% | -16.3% | +125.1% |
| All | +166.1% | +181.6% | -15.5% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling