+19.9%
JPM vs NXT
+26.5%
-6.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -2.3% | -2.6% | +0.2% | -2.2% |
| 30D | -2.3% | -22.4% | +20.1% | -0.5% |
| 3M | +14.9% | -27.3% | +42.2% | +17.2% |
| 6M | +23.6% | -28.5% | +52.1% | +25.0% |
| YTD | +11.3% | -6.6% | +17.9% | +9.4% |
| 1Y | +19.9% | +20.4% | -0.5% | +18.6% |
| All | +19.9% | +26.5% | -6.6% | +18.6% |
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