+5.9%
EXC vs NXT
+20.2%
-14.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.8% |
| 7D | +1.2% | +2.9% | -1.6% | +1.3% |
| 30D | -2.7% | -17.2% | +14.5% | -3.5% |
| 3M | -1.0% | -32.0% | +31.0% | -2.3% |
| 6M | -9.3% | -15.8% | +6.5% | -9.7% |
| YTD | +3.6% | -1.9% | +5.5% | +3.0% |
| 1Y | +5.9% | +22.5% | -16.6% | +7.2% |
| All | +5.9% | +20.2% | -14.3% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling