+170.4%
NXT vs A
-4.5%
+175.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.0% |
| 7D | -0.2% | -4.4% | +4.2% | +1.5% |
| 30D | -20.0% | -2.7% | -17.3% | -19.2% |
| 3M | -30.9% | +7.0% | -38.0% | -33.0% |
| 6M | -23.8% | +24.6% | -48.4% | -31.3% |
| YTD | -5.4% | +7.0% | -12.5% | -8.9% |
| 1Y | +28.0% | +15.6% | +12.5% | +18.6% |
| 3Y | +93.3% | +29.9% | +63.4% | +62.3% |
| All | +170.4% | -4.5% | +175.0% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling