+67.8%
NDAQ vs NXT
+171.8%
-103.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.8% |
| 7D | -1.6% | -0.2% | -1.3% | -1.6% |
| 30D | -1.5% | -20.0% | +18.5% | -0.8% |
| 3M | +8.0% | -30.9% | +39.0% | +9.2% |
| 6M | +7.7% | -23.8% | +31.6% | +8.1% |
| YTD | -2.3% | -5.4% | +3.1% | -3.2% |
| 1Y | +0.6% | +28.0% | -27.5% | -2.0% |
| 3Y | +90.9% | +93.3% | -2.4% | +79.6% |
| All | +67.8% | +171.8% | -103.9% | +50.7% |
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