+25.7%
EMR vs NXT
+10.5%
+15.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.1% | -8.7% | +0.5% |
| 7D | +1.6% | +30.0% | -28.4% | -3.2% |
| 30D | +5.0% | +28.6% | -23.6% | +0.1% |
| 3M | +7.7% | +8.4% | -0.7% | +5.6% |
| 6M | +26.8% | -8.7% | +35.5% | +26.6% |
| YTD | +29.9% | +22.5% | +7.4% | +25.7% |
| 1Y | +25.7% | +6.9% | +18.8% | +21.9% |
| All | +25.7% | +10.5% | +15.2% | +21.9% |
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