+11.5%
EW vs NXT
+171.8%
-160.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.5% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -6.4% | -20.0% | +13.6% | -5.7% |
| 3M | -1.6% | -30.9% | +29.4% | -0.5% |
| 6M | +2.3% | -23.8% | +26.1% | +2.7% |
| YTD | +1.1% | -5.4% | +6.5% | +0.6% |
| 1Y | +8.0% | +28.0% | -20.0% | +5.9% |
| 3Y | +16.3% | +93.3% | -77.0% | +10.2% |
| All | +11.5% | +171.8% | -160.2% | +0.5% |
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