+85.7%
NXT vs AS
+134.9%
-49.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.5% | +4.9% | +5.2% |
| 7D | +32.2% | +6.9% | +25.3% | +30.0% |
| 30D | +21.9% | +16.0% | +5.9% | +16.9% |
| 3M | +6.6% | -12.8% | +19.4% | +10.7% |
| 6M | -16.8% | -15.4% | -1.4% | -13.1% |
| YTD | +20.4% | -15.7% | +36.2% | +24.9% |
| 1Y | -1.5% | +6.1% | -7.6% | -4.9% |
| All | +85.7% | +134.9% | -49.2% | +34.5% |
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