+177.4%
NXT vs ALLE
+35.7%
+141.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.7% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | -15.3% | -6.8% | -8.5% | -12.5% |
| 3M | -43.8% | +21.0% | -64.8% | -48.9% |
| 6M | -18.7% | +1.1% | -19.8% | -19.0% |
| YTD | -3.0% | -0.5% | -2.5% | -4.1% |
| 1Y | +22.7% | -7.3% | +30.0% | +25.7% |
| 3Y | +95.9% | +42.3% | +53.7% | +48.9% |
| All | +177.4% | +35.7% | +141.7% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling