+76.2%
NXT vs AS
+133.7%
-57.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.3% | -4.4% | -6.0% |
| 7D | +24.7% | +7.1% | +17.6% | +22.5% |
| 30D | +13.0% | +12.8% | +0.2% | +9.3% |
| 3M | -0.2% | -14.7% | +14.5% | +4.3% |
| 6M | -19.3% | -9.9% | -9.3% | -17.3% |
| YTD | +14.3% | -16.1% | +30.5% | +18.7% |
| 1Y | -11.0% | +0.2% | -11.1% | -12.5% |
| All | +76.2% | +133.7% | -57.5% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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