+11.8%
DIS vs NXT
+231.9%
-220.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +0.6% | -5.7% | +6.3% | +1.0% |
| 30D | +10.3% | +18.5% | -8.2% | +8.9% |
| 3M | +15.6% | -4.1% | +19.7% | +15.6% |
| 6M | +15.1% | -20.3% | +35.5% | +15.9% |
| YTD | +6.0% | +15.5% | -9.5% | +2.6% |
| 1Y | +5.7% | -5.0% | +10.6% | +4.0% |
| 3Y | +39.8% | +191.6% | -151.8% | +20.4% |
| All | +11.8% | +231.9% | -220.0% | -7.4% |
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