+10.3%
NOW vs NXT
+213.5%
-203.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.5% |
| 7D | +0.3% | -9.4% | +9.7% | +0.7% |
| 30D | -27.0% | +15.1% | -42.1% | -27.3% |
| 3M | -19.6% | -9.1% | -10.5% | -19.5% |
| 6M | +17.5% | -30.3% | +47.8% | +18.6% |
| YTD | -33.3% | +9.1% | -42.3% | -35.0% |
| 1Y | -39.8% | +7.9% | -47.7% | -41.4% |
| 3Y | -19.9% | +176.5% | -196.4% | -30.8% |
| All | +10.3% | +213.5% | -203.2% | -9.5% |
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