+46.1%
DE vs NXT
+10.5%
+35.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.1% | -9.5% | +0.8% |
| 7D | +5.6% | +30.0% | -24.4% | +3.6% |
| 30D | -0.8% | +28.6% | -29.4% | -2.7% |
| 3M | +9.8% | +8.4% | +1.4% | +9.1% |
| 6M | +17.5% | -8.7% | +26.3% | +18.0% |
| YTD | +46.5% | +22.5% | +24.0% | +43.3% |
| 1Y | +46.1% | +6.9% | +39.2% | +43.9% |
| All | +46.1% | +10.5% | +35.6% | +43.9% |
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 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