+170.4%
NXT vs AR
+46.1%
+124.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -0.2% | -1.2% | +1.0% | 0.0% |
| 30D | -20.0% | +5.5% | -25.5% | -20.6% |
| 3M | -30.9% | +12.9% | -43.8% | -32.6% |
| 6M | -23.8% | +0.1% | -23.9% | -24.1% |
| YTD | -5.4% | +13.5% | -19.0% | -8.3% |
| 1Y | +28.0% | +21.6% | +6.5% | +22.0% |
| 3Y | +93.3% | +46.0% | +47.3% | +74.2% |
| All | +170.4% | +46.1% | +124.3% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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