-38.0%
DOW vs NXT
+168.4%
-206.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +0.9% |
| 7D | -2.4% | -2.6% | +0.2% | -2.2% |
| 30D | -4.1% | -22.4% | +18.4% | -2.0% |
| 3M | -12.4% | -27.3% | +14.9% | -10.5% |
| 6M | -10.6% | -28.5% | +17.8% | -9.7% |
| YTD | +31.1% | -6.6% | +37.7% | +27.0% |
| 1Y | +30.5% | +20.4% | +10.2% | +21.3% |
| 3Y | -34.4% | +90.9% | -125.3% | -45.0% |
| All | -38.0% | +168.4% | -206.4% | -50.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling