+22.7%
NXT vs ALLY
+9.5%
+13.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.1% | +3.7% | -4.8% | -2.5% |
| 30D | -15.3% | -2.3% | -13.1% | -14.6% |
| 3M | -43.8% | +3.8% | -47.6% | -44.6% |
| 6M | -18.7% | +9.7% | -28.4% | -21.7% |
| YTD | -3.0% | -1.4% | -1.6% | -3.2% |
| 1Y | +22.7% | +8.2% | +14.5% | +16.2% |
| All | +22.7% | +9.5% | +13.2% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling