+73.7%
DE vs NXT
+173.5%
-99.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | -2.6% | -1.9% | -0.7% | -2.4% |
| 30D | +9.0% | -20.0% | +29.1% | +11.3% |
| 3M | +19.1% | -30.7% | +49.9% | +23.0% |
| 6M | +14.4% | -29.0% | +43.3% | +17.0% |
| YTD | +45.9% | -4.8% | +50.8% | +44.1% |
| 1Y | +43.6% | +22.8% | +20.8% | +37.0% |
| 3Y | +75.9% | +93.9% | -18.1% | +54.1% |
| All | +73.7% | +173.5% | -99.8% | +40.7% |
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 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