+10.4%
DIA vs NXT
-5.6%
+16.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.1% |
| 7D | +0.9% | +4.0% | -3.1% | +0.6% |
| 30D | +1.1% | +15.9% | -14.8% | -0.2% |
| 3M | -2.9% | -3.0% | +0.1% | -2.9% |
| 6M | +5.9% | -20.7% | +26.6% | +6.9% |
| YTD | +9.8% | +14.6% | -4.8% | +6.6% |
| All | +10.4% | -5.6% | +16.0% | +9.0% |
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