+0.3%
NOC vs NXT
-0.4%
+0.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.3% |
| 7D | +4.8% | -9.4% | +14.3% | +4.5% |
| 30D | +11.0% | +15.1% | -4.1% | +11.6% |
| 3M | -3.8% | -9.1% | +5.3% | -3.6% |
| 6M | +0.6% | -30.3% | +31.0% | +1.2% |
| YTD | -2.3% | +9.1% | -11.4% | -4.9% |
| 1Y | +0.3% | +7.9% | -7.6% | -2.3% |
| All | +0.3% | -0.4% | +0.7% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling