+244.4%
NXT vs A
+15.4%
+229.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +4.7% |
| 7D | +32.2% | -0.1% | +32.3% | +32.4% |
| 30D | +21.9% | +3.4% | +18.6% | +20.5% |
| 3M | +6.6% | +23.8% | -17.3% | -2.2% |
| 6M | -16.8% | +49.0% | -65.8% | -29.9% |
| YTD | +20.4% | +29.4% | -9.0% | +7.4% |
| 1Y | -1.5% | +19.4% | -20.9% | -8.7% |
| 3Y | +182.4% | +66.2% | +116.2% | +114.1% |
| All | +244.4% | +15.4% | +229.0% | +212.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling