-18.6%
NRG vs NXT
+26.2%
-44.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.2% | +5.2% | +6.2% |
| 7D | +7.1% | -1.1% | +8.2% | +7.3% |
| 30D | -1.4% | -15.3% | +13.9% | +1.8% |
| 3M | -10.5% | -43.8% | +33.3% | +0.3% |
| 6M | -26.7% | -18.7% | -8.1% | -26.5% |
| YTD | -24.5% | -3.0% | -21.5% | -28.6% |
| 1Y | -18.6% | +22.7% | -41.3% | -26.4% |
| All | -18.6% | +26.2% | -44.8% | -26.4% |
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