+35.5%
EW vs NXT
+246.1%
-210.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +12.3% | +15.1% | -2.8% | +11.7% |
| 30D | +22.9% | +21.8% | +1.1% | +22.0% |
| 3M | +16.7% | +1.6% | +15.1% | +16.5% |
| 6M | +31.0% | -16.7% | +47.6% | +31.3% |
| YTD | +22.8% | +20.4% | +2.4% | +21.1% |
| 1Y | +25.6% | +0.2% | +25.3% | +24.5% |
| 3Y | +62.0% | +208.7% | -146.7% | +51.0% |
| All | +35.5% | +246.1% | -210.6% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling