+180.5%
NXT vs ALM
+1,380.4%
-1,199.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.8% | -7.7% | +0.3% |
| 7D | +2.9% | +8.4% | -5.6% | +2.1% |
| 30D | -17.2% | +34.8% | -52.1% | -19.7% |
| 3M | -32.0% | +16.2% | -48.2% | -33.3% |
| 6M | -15.8% | +2.1% | -17.9% | -17.2% |
| YTD | -1.9% | +117.0% | -118.9% | -7.6% |
| 1Y | +22.5% | +313.9% | -291.4% | +12.0% |
| 3Y | +100.5% | +2,327.9% | -2,227.4% | +70.6% |
| All | +180.5% | +1,380.4% | -1,199.9% | +147.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling