+198.7%
EWT vs NXT
+173.5%
+25.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.6% |
| 7D | -1.1% | -1.9% | +0.8% | -0.9% |
| 30D | +4.5% | -20.0% | +24.5% | +7.8% |
| 3M | +8.3% | -30.7% | +39.0% | +13.8% |
| 6M | +54.2% | -29.0% | +83.2% | +60.4% |
| YTD | +74.6% | -4.8% | +79.4% | +75.0% |
| 1Y | +84.9% | +22.8% | +62.1% | +79.6% |
| 3Y | +197.5% | +93.9% | +103.6% | +168.1% |
| All | +198.7% | +173.5% | +25.2% | +162.0% |
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 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