-20.0%
DOW vs NXT
+171.4%
-191.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.9% | +8.8% | +2.3% |
| 7D | +3.7% | -6.0% | +9.7% | +4.0% |
| 30D | +16.3% | +5.4% | +10.8% | +15.6% |
| 3M | +9.7% | -9.7% | +19.4% | +10.2% |
| 6M | -14.1% | -25.3% | +11.3% | -13.0% |
| YTD | +46.6% | +7.5% | +39.2% | +39.8% |
| 1Y | +56.8% | -3.0% | +59.8% | +51.3% |
| All | -20.0% | +171.4% | -191.4% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling