+144.5%
EWY vs NXT
+213.5%
-69.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.1% |
| 7D | +4.2% | -9.4% | +13.6% | +6.2% |
| 30D | -10.7% | +15.1% | -25.8% | -13.3% |
| 3M | -20.1% | -9.1% | -11.0% | -19.0% |
| 6M | -24.3% | -30.3% | +6.0% | -20.1% |
| YTD | +46.9% | +9.1% | +37.8% | +46.0% |
| 1Y | +55.2% | +7.9% | +47.3% | +54.3% |
| 3Y | +157.0% | +176.5% | -19.5% | +123.9% |
| All | +144.5% | +213.5% | -69.0% | +112.8% |
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