+40.5%
EEM vs NXT
+26.2%
+14.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | +2.3% | -1.1% | +3.4% | +2.5% |
| 30D | +4.5% | -15.3% | +19.9% | +7.6% |
| 3M | -0.1% | -43.8% | +43.7% | +9.4% |
| 6M | +16.9% | -18.7% | +35.6% | +20.6% |
| YTD | +26.2% | -3.0% | +29.2% | +27.7% |
| 1Y | +40.5% | +22.7% | +17.8% | +41.7% |
| All | +40.5% | +26.2% | +14.3% | +41.7% |
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