+208.7%
NRG vs NXT
+90.7%
+117.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.2% |
| 7D | -4.7% | -1.9% | -2.8% | -4.3% |
| 30D | -6.0% | -20.0% | +14.1% | -1.8% |
| 3M | -8.0% | -30.7% | +22.8% | -1.7% |
| 6M | -23.2% | -29.0% | +5.8% | -19.6% |
| YTD | -28.1% | -4.8% | -23.2% | -29.6% |
| 1Y | -27.3% | +22.8% | -50.1% | -32.7% |
| 3Y | +208.7% | +93.9% | +114.7% | +148.3% |
| All | +208.7% | +90.7% | +117.9% | +148.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling