+66.6%
CSCO vs NXT
+20.2%
+46.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | -0.5% | +2.9% | -3.4% | -0.9% |
| 30D | -10.1% | -17.2% | +7.2% | -7.9% |
| 3M | -11.7% | -32.0% | +20.3% | -7.5% |
| 6M | +40.1% | -15.8% | +55.9% | +44.9% |
| YTD | +43.8% | -1.9% | +45.7% | +50.2% |
| 1Y | +66.6% | +22.5% | +44.1% | +71.1% |
| All | +66.6% | +20.2% | +46.4% | +71.1% |
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