+168.5%
C vs NXT
+246.1%
-77.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | -0.1% |
| 7D | -2.4% | +32.2% | -34.6% | -5.6% |
| 30D | -6.0% | +21.9% | -27.9% | -8.4% |
| 3M | -10.5% | +6.6% | -17.1% | -11.6% |
| 6M | -5.7% | -16.8% | +11.1% | -5.0% |
| YTD | +4.1% | +20.4% | -16.3% | -0.4% |
| 1Y | +20.5% | -1.5% | +22.0% | +17.8% |
| 3Y | +208.1% | +182.4% | +25.7% | +150.9% |
| All | +168.5% | +246.1% | -77.6% | +107.9% |
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