+20.7%
EXE vs NXT
+208.8%
-188.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +6.0% | -0.6% |
| 7D | +2.9% | -6.0% | +8.9% | +3.1% |
| 30D | -4.9% | +5.4% | -10.4% | -5.3% |
| 3M | -8.3% | -9.7% | +1.5% | -8.0% |
| 6M | -7.8% | -25.3% | +17.5% | -7.1% |
| YTD | -19.0% | +7.5% | -26.5% | -20.3% |
| 1Y | -24.8% | -3.0% | -21.8% | -25.7% |
| 3Y | +20.8% | +171.4% | -150.6% | +8.2% |
| All | +20.7% | +208.8% | -188.1% | +6.1% |
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