+250.5%
NRG vs NXT
+168.4%
+82.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.0% |
| 7D | -0.2% | -2.6% | +2.4% | +0.3% |
| 30D | -6.8% | -22.4% | +15.6% | -2.4% |
| 3M | -7.1% | -27.3% | +20.2% | -2.2% |
| 6M | -27.6% | -28.5% | +0.9% | -24.5% |
| YTD | -29.2% | -6.6% | -22.6% | -30.2% |
| 1Y | -29.9% | +20.4% | -50.2% | -34.3% |
| 3Y | +198.7% | +90.9% | +107.7% | +151.9% |
| All | +250.5% | +168.4% | +82.1% | +184.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling