+177.4%
NXT vs A
-0.5%
+177.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -1.1% | -1.9% | +0.8% | -0.4% |
| 30D | -15.3% | +6.9% | -22.2% | -17.6% |
| 3M | -43.8% | +9.2% | -53.0% | -45.8% |
| 6M | -18.7% | +25.7% | -44.3% | -26.7% |
| YTD | -3.0% | +11.5% | -14.5% | -8.1% |
| 1Y | +22.7% | +18.4% | +4.4% | +12.9% |
| 3Y | +95.9% | +26.6% | +69.3% | +66.4% |
| All | +177.4% | -0.5% | +177.9% | +167.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling