+167.1%
NXT vs AU
+472.0%
-304.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.0% | -0.4% |
| 7D | -2.6% | -7.0% | +4.4% | -1.2% |
| 30D | -22.4% | +7.3% | -29.7% | -23.8% |
| 3M | -27.3% | +33.2% | -60.5% | -31.7% |
| 6M | -28.5% | -0.6% | -27.8% | -29.6% |
| YTD | -6.6% | +26.2% | -32.8% | -11.1% |
| 1Y | +20.4% | +68.3% | -47.9% | +10.1% |
| 3Y | +90.9% | +592.1% | -501.2% | +35.5% |
| All | +167.1% | +472.0% | -304.9% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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