+15.9%
NSC vs NXT
-5.9%
+21.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.3% | -7.8% | -2.6% |
| 7D | -6.2% | +32.2% | -38.5% | -7.0% |
| 30D | +2.6% | +21.9% | -19.4% | +1.9% |
| 3M | -5.8% | +6.6% | -12.4% | -6.1% |
| 6M | +2.1% | -16.8% | +18.9% | +2.1% |
| YTD | +12.7% | +20.4% | -7.7% | +9.4% |
| 1Y | +15.9% | -1.5% | +17.4% | +15.0% |
| All | +15.9% | -5.9% | +21.7% | +15.0% |
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