+27.6%
IR vs NXT
+181.6%
-154.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -4.0% | +0.7% |
| 7D | +3.7% | +32.2% | -28.6% | -0.3% |
| 30D | +7.4% | +21.9% | -14.5% | +4.3% |
| 3M | -5.9% | +6.6% | -12.5% | -7.3% |
| 6M | +5.6% | -16.8% | +22.4% | +6.4% |
| YTD | +4.8% | +20.4% | -15.6% | +0.1% |
| 1Y | +6.9% | -1.5% | +8.5% | +4.4% |
| 3Y | +27.6% | +182.4% | -154.8% | +9.6% |
| All | +27.6% | +181.6% | -154.1% | +9.6% |
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 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