+17.8%
LOW vs NXT
+213.5%
-195.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +1.4% | -9.4% | +10.8% | +2.3% |
| 30D | +21.7% | +15.1% | +6.6% | +20.1% |
| 3M | +5.0% | -9.1% | +14.1% | +5.5% |
| 6M | +4.6% | -30.3% | +34.9% | +6.7% |
| YTD | -3.5% | +9.1% | -12.6% | -6.2% |
| 1Y | +0.5% | +7.9% | -7.3% | -2.3% |
| 3Y | +24.8% | +176.5% | -151.7% | +5.0% |
| All | +17.8% | +213.5% | -195.8% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling