+223.5%
EWY vs NXT
+178.8%
+44.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.4% |
| 7D | +4.8% | -1.1% | +5.9% | +5.0% |
| 30D | +11.7% | -15.3% | +27.0% | +15.1% |
| 3M | -7.4% | -43.8% | +36.4% | +2.1% |
| 6M | +40.6% | -18.7% | +59.2% | +46.7% |
| YTD | +94.3% | -3.0% | +97.3% | +98.2% |
| 1Y | +164.3% | +22.7% | +141.6% | +162.1% |
| 3Y | +221.0% | +95.9% | +125.1% | +191.7% |
| All | +223.5% | +178.8% | +44.7% | +188.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling