-2.4%
NXT vs ALK
-4.9%
+2.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -3.1% |
| 7D | +15.1% | +8.9% | +6.2% | +10.8% |
| 30D | +21.8% | +5.9% | +15.9% | +18.6% |
| 3M | +1.6% | -16.5% | +18.1% | +8.3% |
| 6M | -16.7% | +2.1% | -18.8% | -18.3% |
| YTD | +20.4% | -17.1% | +37.5% | +26.0% |
| All | -2.4% | -4.9% | +2.5% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling