+156.8%
CSCO vs NXT
+178.8%
-22.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -0.7% | -1.1% | +0.4% | -0.6% |
| 30D | -10.1% | -15.3% | +5.2% | -9.0% |
| 3M | -15.7% | -43.8% | +28.1% | -12.0% |
| 6M | +36.3% | -18.7% | +54.9% | +38.5% |
| YTD | +43.8% | -3.0% | +46.8% | +44.9% |
| 1Y | +63.9% | +22.7% | +41.2% | +62.4% |
| 3Y | +104.4% | +95.9% | +8.4% | +93.6% |
| All | +156.8% | +178.8% | -22.0% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling