+180.5%
NXT vs AU
+493.8%
-313.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.3% |
| 7D | +2.9% | -0.3% | +3.1% | +2.9% |
| 30D | -17.2% | +12.8% | -30.0% | -19.5% |
| 3M | -32.0% | +28.5% | -60.5% | -35.6% |
| 6M | -15.8% | +4.8% | -20.6% | -17.9% |
| YTD | -1.9% | +31.0% | -32.9% | -7.3% |
| 1Y | +22.5% | +81.4% | -58.9% | +10.8% |
| 3Y | +100.5% | +618.4% | -517.9% | +41.3% |
| All | +180.5% | +493.8% | -313.2% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling