+230.2%
NXT vs ALLE
+65.6%
+164.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.4% |
| 7D | -5.7% | -0.8% | -4.9% | -5.3% |
| 30D | +18.5% | +27.4% | -8.8% | +5.9% |
| 3M | -4.1% | +13.8% | -17.9% | -9.6% |
| 6M | -20.3% | +45.5% | -65.8% | -33.6% |
| YTD | +15.5% | +21.4% | -5.9% | +4.1% |
| 1Y | -5.0% | +15.4% | -20.3% | -11.8% |
| 3Y | +191.6% | +91.7% | +99.9% | +92.1% |
| All | +230.2% | +65.6% | +164.6% | +144.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling