+170.4%
NXT vs AGI
+242.2%
-71.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.8% |
| 7D | -0.2% | +2.2% | -2.4% | -0.7% |
| 30D | -20.0% | +11.3% | -31.2% | -21.7% |
| 3M | -30.9% | +5.6% | -36.6% | -32.1% |
| 6M | -23.8% | -27.7% | +3.8% | -21.4% |
| YTD | -5.4% | -4.1% | -1.4% | -6.2% |
| 1Y | +28.0% | +13.8% | +14.3% | +24.1% |
| 3Y | +93.3% | +217.0% | -123.7% | +64.2% |
| All | +170.4% | +242.2% | -71.8% | +139.7% |
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