-34.9%
DOW vs NXT
+89.5%
-124.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.3% |
| 7D | -6.0% | -0.2% | -5.8% | -6.0% |
| 30D | -2.7% | -20.0% | +17.2% | -1.0% |
| 3M | -10.5% | -30.9% | +20.5% | -8.1% |
| 6M | -12.4% | -23.8% | +11.4% | -12.4% |
| YTD | +30.0% | -5.4% | +35.5% | +25.6% |
| 1Y | +27.8% | +28.0% | -0.2% | +17.5% |
| All | -34.9% | +89.5% | -124.4% | -44.8% |
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