+93.9%
NDAQ vs NXT
+246.1%
-152.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.1% | +15.1% | -15.2% | -0.6% |
| 30D | +15.9% | +21.8% | -6.0% | +15.1% |
| 3M | +15.1% | +1.6% | +13.5% | +14.9% |
| 6M | +22.9% | -16.7% | +39.6% | +23.2% |
| YTD | +12.8% | +20.4% | -7.6% | +10.9% |
| 1Y | +26.0% | +0.2% | +25.8% | +24.7% |
| 3Y | +119.7% | +208.7% | -89.0% | +102.5% |
| All | +93.9% | +246.1% | -152.1% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling