+223.2%
EWY vs NXT
+173.5%
+49.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.4% | +2.9% |
| 7D | -0.1% | -1.9% | +1.8% | +0.3% |
| 30D | +7.3% | -20.0% | +27.4% | +11.9% |
| 3M | -5.1% | -30.7% | +25.6% | +1.5% |
| 6M | +42.1% | -29.0% | +71.0% | +50.9% |
| YTD | +94.1% | -4.8% | +99.0% | +98.8% |
| 1Y | +147.8% | +22.8% | +125.0% | +146.3% |
| 3Y | +222.9% | +93.9% | +129.0% | +194.3% |
| All | +223.2% | +173.5% | +49.8% | +189.7% |
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