+208.7%
NXT vs ALM
+907.8%
-699.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.1% | -8.1% | -0.9% |
| 7D | +15.1% | +0.7% | +14.4% | +15.0% |
| 30D | +21.8% | -26.1% | +47.9% | +25.9% |
| 3M | +1.6% | -38.1% | +39.7% | +6.5% |
| 6M | -16.7% | -55.4% | +38.7% | -10.6% |
| YTD | +20.4% | -0.4% | +20.8% | +21.7% |
| 1Y | +0.2% | +25.4% | -25.1% | +0.1% |
| 3Y | +208.7% | +907.8% | -699.1% | +173.3% |
| All | +208.7% | +907.8% | -699.1% | +173.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling