+2.8%
DIS vs NXT
-11.1%
+13.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.8% | -0.9% |
| 7D | +0.9% | -6.0% | +6.9% | +1.1% |
| 30D | +8.9% | +5.4% | +3.4% | +8.7% |
| 3M | +14.5% | -9.7% | +24.3% | +14.8% |
| 6M | +12.2% | -25.3% | +37.6% | +12.4% |
| YTD | +4.7% | +7.5% | -2.7% | 0.0% |
| 1Y | +2.8% | -3.0% | +5.8% | +0.6% |
| All | +2.8% | -11.1% | +13.9% | +0.6% |
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