+212.0%
NXT vs ALLY
+29.7%
+182.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | -9.4% | +0.4% | -9.8% | -9.5% |
| 30D | +15.1% | +5.2% | +9.9% | +12.7% |
| 3M | -9.1% | -13.3% | +4.2% | -3.2% |
| 6M | -30.3% | -6.7% | -23.7% | -28.1% |
| YTD | +9.1% | -12.8% | +21.9% | +14.8% |
| 1Y | +7.9% | +0.7% | +7.2% | +6.6% |
| 3Y | +176.5% | +65.2% | +111.3% | +109.2% |
| All | +212.0% | +29.7% | +182.3% | +167.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling