+20.7%
EXE vs NXT
+100.2%
-79.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | -1.8% | +2.9% | -4.7% | -1.9% |
| 30D | +6.4% | -17.2% | +23.6% | +7.1% |
| 3M | +9.2% | -32.0% | +41.2% | +10.8% |
| 6M | -7.0% | -15.8% | +8.8% | -6.8% |
| YTD | -9.5% | -1.9% | -7.6% | -10.2% |
| 1Y | +6.2% | +22.5% | -16.3% | +4.0% |
| 3Y | +20.7% | +100.5% | -79.8% | +12.0% |
| All | +20.7% | +100.2% | -79.4% | +12.0% |
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