+18.0%
BLK vs NXT
+10.5%
+7.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.1% | -5.7% | +4.0% |
| 7D | +5.7% | +30.0% | -24.3% | +2.1% |
| 30D | +14.8% | +28.6% | -13.8% | +10.8% |
| 3M | +8.8% | +8.4% | +0.4% | +7.1% |
| 6M | +17.6% | -8.7% | +26.4% | +17.4% |
| YTD | +16.3% | +22.5% | -6.2% | +9.9% |
| 1Y | +18.0% | +6.9% | +11.1% | +13.3% |
| All | +18.0% | +10.5% | +7.5% | +13.3% |
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