+193.8%
NEM vs NXT
+178.8%
+15.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.9% |
| 7D | +0.3% | -1.1% | +1.4% | +0.4% |
| 30D | +23.1% | -15.3% | +38.4% | +25.4% |
| 3M | +18.5% | -43.8% | +62.3% | +25.6% |
| 6M | +7.8% | -18.7% | +26.4% | +10.2% |
| YTD | +29.1% | -3.0% | +32.1% | +30.4% |
| 1Y | +72.7% | +22.7% | +49.9% | +71.2% |
| 3Y | +248.7% | +95.9% | +152.8% | +224.5% |
| All | +193.8% | +178.8% | +15.1% | +184.0% |
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