+192.7%
NXT vs ALK
+20.7%
+172.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -5.7% | +2.6% | -8.3% | -6.5% |
| 30D | +18.5% | +7.8% | +10.7% | +15.7% |
| 3M | -4.1% | -15.2% | +11.1% | +0.4% |
| 6M | -20.3% | +5.0% | -25.4% | -22.0% |
| YTD | +15.5% | -18.4% | +33.9% | +19.9% |
| 1Y | -5.0% | -2.4% | -2.5% | -5.4% |
| All | +192.7% | +20.7% | +172.0% | +156.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling