+18.2%
EFA vs NXT
+23.4%
-5.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -1.5% | -1.9% | +0.4% | -1.3% |
| 30D | -1.7% | -20.0% | +18.4% | +0.3% |
| 3M | +3.5% | -30.7% | +34.2% | +6.6% |
| 6M | +9.5% | -29.0% | +38.4% | +12.0% |
| YTD | +12.9% | -4.8% | +17.7% | +13.6% |
| 1Y | +18.2% | +22.8% | -4.6% | +19.6% |
| All | +18.2% | +23.4% | -5.2% | +19.6% |
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 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