+140.7%
GOOG vs NXT
+89.5%
+51.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.8% |
| 7D | -1.6% | -0.2% | -1.3% | -1.5% |
| 30D | -7.7% | -20.0% | +12.3% | -6.0% |
| 3M | -9.3% | -30.9% | +21.6% | -6.8% |
| 6M | +7.4% | -23.8% | +31.3% | +8.9% |
| YTD | +4.9% | -5.4% | +10.3% | +4.1% |
| 1Y | +37.2% | +28.0% | +9.2% | +33.1% |
| All | +140.7% | +89.5% | +51.1% | +120.4% |
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