+173.5%
B vs NXT
+178.8%
-5.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.3% |
| 7D | -1.6% | -1.1% | -0.5% | -1.5% |
| 30D | +9.4% | -15.3% | +24.8% | +11.3% |
| 3M | +5.0% | -43.8% | +48.8% | +11.0% |
| 6M | -3.5% | -18.7% | +15.1% | -1.5% |
| YTD | +4.5% | -3.0% | +7.5% | +5.3% |
| 1Y | +67.8% | +22.7% | +45.0% | +66.2% |
| 3Y | +196.7% | +95.9% | +100.8% | +181.4% |
| All | +173.5% | +178.8% | -5.3% | +176.4% |
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 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