+27.7%
EXC vs NXT
+181.6%
-154.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.3% | -7.3% | -1.8% |
| 7D | -1.2% | +32.2% | -33.4% | -0.3% |
| 30D | +10.0% | +21.9% | -12.0% | +10.7% |
| 3M | +1.6% | +6.6% | -5.0% | +1.9% |
| 6M | +3.3% | -16.8% | +20.1% | +3.0% |
| YTD | +7.6% | +20.4% | -12.9% | +8.4% |
| 1Y | +3.5% | -1.5% | +5.0% | +3.8% |
| 3Y | +27.7% | +182.4% | -154.7% | +26.9% |
| All | +27.7% | +181.6% | -154.0% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling