+175.0%
JPM vs NXT
+173.5%
+1.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -0.7% | -1.9% | +1.2% | -0.6% |
| 30D | -2.5% | -20.0% | +17.6% | -1.2% |
| 3M | +14.1% | -30.7% | +44.9% | +16.4% |
| 6M | +25.1% | -29.0% | +54.1% | +26.7% |
| YTD | +12.1% | -4.8% | +17.0% | +11.4% |
| 1Y | +18.8% | +22.8% | -4.0% | +16.3% |
| 3Y | +163.4% | +93.9% | +69.5% | +145.3% |
| All | +175.0% | +173.5% | +1.5% | +147.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling