+75.8%
NI vs NXT
+168.4%
-92.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -0.6% | -2.6% | +2.0% | -0.5% |
| 30D | -1.4% | -22.4% | +21.0% | -0.8% |
| 3M | -10.6% | -27.3% | +16.8% | -10.0% |
| 6M | -9.9% | -28.5% | +18.6% | -9.5% |
| YTD | +1.2% | -6.6% | +7.8% | +0.6% |
| 1Y | +4.4% | +20.4% | -15.9% | +2.9% |
| 3Y | +68.6% | +90.9% | -22.3% | +59.2% |
| All | +75.8% | +168.4% | -92.6% | +67.8% |
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