+65.1%
DIA vs NXT
+171.8%
-106.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.5% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.7% | -20.0% | +17.3% | -1.4% |
| 3M | +3.3% | -30.9% | +34.2% | +5.4% |
| 6M | +10.4% | -23.8% | +34.3% | +11.6% |
| YTD | +10.0% | -5.4% | +15.4% | +9.5% |
| 1Y | +16.2% | +28.0% | -11.9% | +13.3% |
| 3Y | +58.7% | +93.3% | -34.6% | +47.8% |
| All | +65.1% | +171.8% | -106.7% | +48.9% |
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 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