+230.2%
NXT vs ALK
-20.9%
+251.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -5.7% | +2.6% | -8.3% | -6.6% |
| 30D | +18.5% | +7.8% | +10.7% | +15.6% |
| 3M | -4.1% | -15.2% | +11.1% | +0.7% |
| 6M | -20.3% | +5.0% | -25.4% | -22.2% |
| YTD | +15.5% | -18.4% | +33.9% | +20.4% |
| 1Y | -5.0% | -2.4% | -2.5% | -5.8% |
| 3Y | +191.6% | +19.8% | +171.9% | +138.1% |
| All | +230.2% | -20.9% | +251.2% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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