+121.0%
GOOG vs NXT
+175.5%
-54.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | +3.0% | -9.4% | +12.4% | +3.9% |
| 30D | -14.9% | +15.1% | -30.0% | -16.1% |
| 3M | -14.9% | -9.1% | -5.8% | -14.6% |
| 6M | -26.6% | -30.3% | +3.7% | -25.1% |
| YTD | -6.6% | +9.1% | -15.7% | -8.6% |
| 1Y | +5.1% | +7.9% | -2.8% | +2.7% |
| 3Y | +121.0% | +176.5% | -55.5% | +101.2% |
| All | +121.0% | +175.5% | -54.6% | +101.2% |
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 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