+16.6%
EMR vs NXT
+26.2%
-9.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | -1.5% | -1.1% | -0.4% | -1.3% |
| 30D | -5.6% | -15.3% | +9.7% | -2.9% |
| 3M | +7.9% | -43.8% | +51.7% | +18.0% |
| 6M | +6.0% | -18.7% | +24.7% | +8.8% |
| YTD | +16.4% | -3.0% | +19.4% | +17.1% |
| 1Y | +16.6% | +22.7% | -6.1% | +10.7% |
| All | +16.6% | +26.2% | -9.6% | +10.7% |
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