+73.5%
DE vs NXT
+213.5%
-140.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | +0.3% | -9.4% | +9.7% | +1.2% |
| 30D | +3.6% | +15.1% | -11.5% | +1.9% |
| 3M | +10.2% | -9.1% | +19.4% | +10.8% |
| 6M | +16.6% | -30.3% | +46.9% | +19.6% |
| YTD | +45.8% | +9.1% | +36.7% | +41.6% |
| 1Y | +43.9% | +7.9% | +36.0% | +39.7% |
| 3Y | +89.6% | +176.5% | -86.9% | +58.1% |
| All | +73.5% | +213.5% | -140.0% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling