+170.4%
NXT vs ALM
+1,319.3%
-1,148.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -3.2% |
| 7D | -0.2% | +3.6% | -3.8% | -0.6% |
| 30D | -20.0% | +33.8% | -53.8% | -22.2% |
| 3M | -30.9% | +14.8% | -45.7% | -32.1% |
| 6M | -23.8% | -7.0% | -16.9% | -24.6% |
| YTD | -5.4% | +108.1% | -113.5% | -10.6% |
| 1Y | +28.0% | +313.8% | -285.7% | +17.4% |
| 3Y | +93.3% | +2,227.6% | -2,134.3% | +65.1% |
| All | +170.4% | +1,319.3% | -1,148.9% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling