-38.1%
DOW vs NXT
+181.9%
-220.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -2.9% | +2.9% | -5.8% | -3.2% |
| 30D | +2.0% | -17.2% | +19.2% | +3.6% |
| 3M | -12.5% | -32.0% | +19.5% | -9.9% |
| 6M | -9.2% | -15.8% | +6.6% | -10.1% |
| YTD | +30.8% | -1.9% | +32.7% | +26.1% |
| 1Y | +29.4% | +22.5% | +6.9% | +20.2% |
| 3Y | -34.6% | +100.5% | -135.1% | -45.3% |
| All | -38.1% | +181.9% | -220.1% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling