+157.3%
CSCO vs NXT
+171.8%
-14.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.5% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -10.7% | -20.0% | +9.2% | -9.1% |
| 3M | -8.7% | -30.9% | +22.2% | -6.3% |
| 6M | +44.9% | -23.8% | +68.7% | +47.9% |
| YTD | +44.1% | -5.4% | +49.6% | +45.5% |
| 1Y | +65.9% | +28.0% | +37.8% | +64.0% |
| 3Y | +109.0% | +93.3% | +15.7% | +98.4% |
| All | +157.3% | +171.8% | -14.5% | +144.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling