-2.4%
NXT vs ADVB
-74.4%
+72.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.1% |
| 7D | +15.1% | -1.2% | +16.3% | +15.1% |
| 30D | +21.8% | -61.4% | +83.2% | +23.3% |
| 3M | +1.6% | -67.8% | +69.4% | +2.9% |
| 6M | -16.7% | -66.9% | +50.2% | -17.8% |
| YTD | +20.4% | -64.9% | +85.3% | +20.4% |
| All | -2.4% | -74.4% | +72.0% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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