+78.7%
EEM vs NXT
+168.4%
-89.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -2.0% |
| 7D | -0.7% | -2.6% | +1.9% | -0.4% |
| 30D | +2.4% | -22.4% | +24.8% | +5.5% |
| 3M | +4.2% | -27.3% | +31.5% | +7.9% |
| 6M | +14.8% | -28.5% | +43.2% | +18.5% |
| YTD | +23.1% | -6.6% | +29.7% | +23.7% |
| 1Y | +32.5% | +20.4% | +12.2% | +29.8% |
| 3Y | +85.9% | +90.9% | -5.0% | +69.4% |
| All | +78.7% | +168.4% | -89.7% | +58.0% |
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