+139.0%
NXT vs ADVB
-97.1%
+236.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.0% | -9.2% | +0.6% |
| 7D | -5.7% | +10.5% | -16.2% | -5.9% |
| 30D | +18.5% | -56.0% | +74.6% | +19.7% |
| 3M | -4.1% | -70.1% | +66.1% | -2.8% |
| 6M | -20.3% | -53.7% | +33.4% | -20.9% |
| YTD | +15.5% | -60.3% | +75.7% | +15.0% |
| 1Y | -5.0% | -73.1% | +68.2% | -5.0% |
| All | +139.0% | -97.1% | +236.1% | +177.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling