+182.4%
NXT vs ALK
+16.0%
+166.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.2% |
| 7D | +32.2% | +9.0% | +23.2% | +29.1% |
| 30D | +21.9% | -1.6% | +23.6% | +22.6% |
| 3M | +6.6% | -23.2% | +29.8% | +14.9% |
| 6M | -16.8% | -3.9% | -12.9% | -16.2% |
| YTD | +20.4% | -22.6% | +43.0% | +27.2% |
| 1Y | -1.5% | -5.3% | +3.8% | -0.8% |
| 3Y | +182.4% | +18.6% | +163.8% | +149.8% |
| All | +182.4% | +16.0% | +166.4% | +149.8% |
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