+23.1%
C vs NXT
-11.1%
+34.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | +0.7% |
| 7D | +4.7% | -6.0% | +10.7% | +5.4% |
| 30D | +0.2% | +5.4% | -5.3% | -0.6% |
| 3M | -9.3% | -9.7% | +0.4% | -8.5% |
| 6M | -0.8% | -25.3% | +24.5% | +1.2% |
| YTD | +8.5% | +7.5% | +1.1% | +3.8% |
| 1Y | +23.1% | -3.0% | +26.1% | +20.1% |
| All | +23.1% | -11.1% | +34.2% | +20.1% |
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 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