+182.4%
NXT vs ALC
+2.3%
+180.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.1% | +7.5% | +5.8% |
| 7D | +32.2% | +4.9% | +27.4% | +31.2% |
| 30D | +21.9% | +19.0% | +3.0% | +18.3% |
| 3M | +6.6% | +7.8% | -1.2% | +5.2% |
| 6M | -16.8% | +14.6% | -31.4% | -19.3% |
| YTD | +20.4% | -4.4% | +24.9% | +21.9% |
| 1Y | -1.5% | +1.4% | -2.9% | -2.3% |
| 3Y | +182.4% | +2.5% | +179.9% | +152.4% |
| All | +182.4% | +2.3% | +180.1% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling