+110.5%
EMR vs NXT
+231.9%
-121.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -2.0% | -5.7% | +3.7% | -1.2% |
| 30D | +2.8% | +18.5% | -15.7% | +0.1% |
| 3M | +2.0% | -4.1% | +6.1% | +2.0% |
| 6M | +20.7% | -20.3% | +41.0% | +22.8% |
| YTD | +27.3% | +15.5% | +11.8% | +23.1% |
| 1Y | +31.0% | -5.0% | +36.0% | +29.2% |
| 3Y | +103.6% | +191.6% | -88.0% | +69.3% |
| All | +110.5% | +231.9% | -121.3% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling