-3.5%
IR vs NXT
+26.2%
-29.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -2.8% | -1.1% | -1.7% | -2.7% |
| 30D | -15.1% | -15.3% | +0.2% | -13.2% |
| 3M | +6.1% | -43.8% | +49.9% | +14.2% |
| 6M | -16.8% | -18.7% | +1.8% | -15.8% |
| YTD | -3.5% | -3.0% | -0.5% | -4.9% |
| 1Y | -3.5% | +22.7% | -26.2% | -8.6% |
| All | -3.5% | +26.2% | -29.7% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling