+31.0%
EMR vs NXT
-4.9%
+35.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -2.0% | -5.7% | +3.7% | -0.9% |
| 30D | +2.8% | +18.5% | -15.7% | -0.9% |
| 3M | +2.0% | -4.1% | +6.1% | +2.2% |
| 6M | +20.7% | -20.3% | +41.0% | +23.6% |
| YTD | +27.3% | +15.5% | +11.8% | +20.9% |
| 1Y | +31.0% | -5.0% | +36.0% | +28.9% |
| All | +31.0% | -4.9% | +35.9% | +28.9% |
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