-9.5%
NOC vs NXT
+23.4%
-32.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | +0.8% | -1.9% | +2.7% | +0.8% |
| 30D | -9.7% | -20.0% | +10.3% | -10.0% |
| 3M | -5.6% | -30.7% | +25.1% | -6.0% |
| 6M | -28.6% | -29.0% | +0.4% | -28.5% |
| YTD | -7.9% | -4.8% | -3.0% | -8.4% |
| 1Y | -9.5% | +22.8% | -32.3% | -5.7% |
| All | -9.5% | +23.4% | -32.9% | -5.7% |
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 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