+153.1%
JPM vs NXT
+175.5%
-22.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.9% |
| 7D | +3.5% | -9.4% | +12.9% | +4.1% |
| 30D | +3.3% | +15.1% | -11.9% | +2.4% |
| 3M | -4.2% | -9.1% | +4.9% | -3.9% |
| 6M | +16.4% | -30.3% | +46.7% | +18.0% |
| YTD | +9.5% | +9.1% | +0.4% | +8.0% |
| 1Y | +14.0% | +7.9% | +6.1% | +12.5% |
| 3Y | +153.1% | +176.5% | -23.4% | +130.9% |
| All | +153.1% | +175.5% | -22.5% | +130.9% |
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