+176.5%
NXT vs ALLE
+94.0%
+82.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | -9.4% | +3.6% | -13.0% | -10.8% |
| 30D | +15.1% | +25.9% | -10.8% | +4.0% |
| 3M | -9.1% | +15.8% | -24.9% | -14.6% |
| 6M | -30.3% | +48.1% | -78.4% | -41.8% |
| YTD | +9.1% | +22.0% | -12.9% | -1.3% |
| 1Y | +7.9% | +18.0% | -10.2% | -0.5% |
| 3Y | +176.5% | +93.1% | +83.4% | +59.4% |
| All | +176.5% | +94.0% | +82.5% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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