-2.8%
BLK vs NXT
+23.4%
-26.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -3.3% | -1.9% | -1.4% | -3.1% |
| 30D | -6.5% | -20.0% | +13.5% | -3.9% |
| 3M | +6.7% | -30.7% | +37.5% | +11.4% |
| 6M | +14.7% | -29.0% | +43.7% | +18.0% |
| YTD | +2.5% | -4.8% | +7.4% | +0.7% |
| 1Y | -2.8% | +22.8% | -25.6% | -9.6% |
| All | -2.8% | +23.4% | -26.2% | -9.6% |
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