+28.0%
NXT vs A
+13.9%
+14.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.3% |
| 7D | -0.2% | -4.4% | +4.2% | +0.7% |
| 30D | -20.0% | -2.7% | -17.3% | -19.5% |
| 3M | -30.9% | +7.0% | -38.0% | -31.9% |
| 6M | -23.8% | +24.6% | -48.4% | -27.7% |
| YTD | -5.4% | +7.0% | -12.5% | -7.3% |
| 1Y | +28.0% | +15.6% | +12.5% | +31.6% |
| All | +28.0% | +13.9% | +14.1% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling