+22.5%
NXT vs ADVB
+10.9%
+11.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +1.1% |
| 7D | +2.9% | -14.0% | +16.8% | +3.0% |
| 30D | -17.2% | +41.0% | -58.2% | -17.4% |
| 3M | -32.0% | +127.9% | -159.9% | -33.2% |
| 6M | -15.8% | +101.3% | -117.1% | -16.6% |
| YTD | -1.9% | +53.8% | -55.7% | -2.9% |
| 1Y | +22.5% | +4.4% | +18.1% | +18.6% |
| All | +22.5% | +10.9% | +11.6% | +18.6% |
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