+68.0%
EFA vs NXT
+171.8%
-103.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.8% |
| 7D | -0.5% | -0.2% | -0.2% | -0.5% |
| 30D | -1.3% | -20.0% | +18.6% | +0.4% |
| 3M | +5.2% | -30.9% | +36.1% | +8.1% |
| 6M | +9.4% | -23.8% | +33.2% | +11.0% |
| YTD | +12.7% | -5.4% | +18.2% | +12.2% |
| 1Y | +19.3% | +28.0% | -8.8% | +15.5% |
| 3Y | +66.3% | +93.3% | -27.0% | +51.0% |
| All | +68.0% | +171.8% | -103.8% | +47.0% |
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