+172.1%
NXT vs AGI
+233.2%
-61.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | -1.9% | -2.7% | +0.8% | -1.4% |
| 30D | -20.0% | +7.2% | -27.3% | -21.3% |
| 3M | -30.7% | +4.3% | -35.0% | -31.8% |
| 6M | -29.0% | -27.1% | -1.9% | -26.6% |
| YTD | -4.8% | -6.6% | +1.8% | -5.2% |
| 1Y | +22.8% | +9.5% | +13.3% | +19.8% |
| 3Y | +93.9% | +208.4% | -114.5% | +65.5% |
| All | +172.1% | +233.2% | -61.1% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling