+152.1%
NOK vs NXT
+171.8%
-19.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.5% |
| 7D | +9.3% | -0.2% | +9.6% | +9.4% |
| 30D | +17.9% | -20.0% | +37.8% | +21.1% |
| 3M | -22.3% | -30.9% | +8.6% | -18.9% |
| 6M | +36.4% | -23.8% | +60.2% | +41.0% |
| YTD | +66.3% | -5.4% | +71.7% | +68.5% |
| 1Y | +134.4% | +28.0% | +106.4% | +130.7% |
| 3Y | +186.6% | +93.3% | +93.3% | +163.2% |
| All | +152.1% | +171.8% | -19.7% | +118.8% |
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