+256.2%
NRG vs NXT
+173.5%
+82.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.3% |
| 7D | -4.7% | -1.9% | -2.8% | -4.3% |
| 30D | -6.0% | -20.0% | +14.1% | -2.1% |
| 3M | -8.0% | -30.7% | +22.8% | -2.2% |
| 6M | -23.2% | -29.0% | +5.8% | -19.8% |
| YTD | -28.1% | -4.8% | -23.2% | -29.3% |
| 1Y | -27.3% | +22.8% | -50.1% | -32.0% |
| 3Y | +208.7% | +93.9% | +114.7% | +159.4% |
| All | +256.2% | +173.5% | +82.7% | +187.7% |
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 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