+212.0%
NXT vs A
+14.9%
+197.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -9.4% | -0.5% | -9.0% | -9.2% |
| 30D | +15.1% | 0.0% | +15.1% | +15.3% |
| 3M | -9.1% | +16.7% | -25.8% | -14.6% |
| 6M | -30.3% | +54.8% | -85.1% | -42.2% |
| YTD | +9.1% | +28.8% | -19.7% | -2.4% |
| 1Y | +7.9% | +19.3% | -11.4% | 0.0% |
| 3Y | +176.5% | +65.5% | +111.0% | +109.8% |
| All | +212.0% | +14.9% | +197.1% | +184.0% |
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