+64.7%
DIA vs NXT
+229.3%
-164.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | 0.0% |
| 7D | +0.9% | +4.0% | -3.1% | +0.6% |
| 30D | +1.1% | +15.9% | -14.8% | 0.0% |
| 3M | -2.9% | -3.0% | +0.1% | -3.0% |
| 6M | +5.9% | -20.7% | +26.6% | +6.7% |
| YTD | +9.8% | +14.6% | -4.8% | +7.7% |
| 1Y | +11.7% | -7.1% | +18.8% | +10.8% |
| 3Y | +59.5% | +189.4% | -129.9% | +44.4% |
| All | +64.7% | +229.3% | -164.6% | +46.5% |
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