+64.8%
BLK vs NXT
+173.5%
-108.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.2% |
| 3M | +6.7% | -30.7% | +37.5% | +10.7% |
| 6M | +14.7% | -29.0% | +43.7% | +17.8% |
| YTD | +2.5% | -4.8% | +7.4% | +1.6% |
| 1Y | -2.8% | +22.8% | -25.6% | -6.6% |
| 3Y | +65.9% | +93.9% | -28.1% | +44.3% |
| All | +64.8% | +173.5% | -108.7% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling