+212.0%
NXT vs AGI
+165.4%
+46.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -9.4% | -10.1% | +0.7% | -7.3% |
| 30D | +15.1% | -6.5% | +21.6% | +16.7% |
| 3M | -9.1% | -12.8% | +3.7% | -6.8% |
| 6M | -30.3% | -34.3% | +4.0% | -25.6% |
| YTD | +9.1% | -25.6% | +34.7% | +13.6% |
| 1Y | +7.9% | -14.2% | +22.1% | +10.5% |
| 3Y | +176.5% | +127.3% | +49.2% | +143.8% |
| All | +212.0% | +165.4% | +46.6% | +190.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling