+244.4%
NXT vs ALLY
+29.2%
+215.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.0% | +6.1% |
| 7D | +32.2% | +0.9% | +31.3% | +31.9% |
| 30D | +21.9% | +3.1% | +18.8% | +20.4% |
| 3M | +6.6% | -12.6% | +19.1% | +13.0% |
| 6M | -16.8% | -12.4% | -4.4% | -12.0% |
| YTD | +20.4% | -13.2% | +33.6% | +26.9% |
| 1Y | -1.5% | +1.8% | -3.4% | -3.3% |
| 3Y | +182.4% | +58.0% | +124.4% | +117.9% |
| All | +244.4% | +29.2% | +215.2% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling