+177.4%
NXT vs ALLY
+46.7%
+130.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.1% | +3.7% | -4.8% | -2.7% |
| 30D | -15.3% | -2.3% | -13.1% | -14.5% |
| 3M | -43.8% | +3.8% | -47.6% | -44.7% |
| 6M | -18.7% | +9.7% | -28.4% | -22.2% |
| YTD | -3.0% | -1.4% | -1.6% | -3.3% |
| 1Y | +22.7% | +8.2% | +14.5% | +17.1% |
| 3Y | +95.9% | +66.5% | +29.4% | +47.6% |
| All | +177.4% | +46.7% | +130.7% | +125.4% |
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