+230.2%
NXT vs AVTR
-36.4%
+266.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.6% |
| 7D | -5.7% | +0.5% | -6.2% | -5.8% |
| 30D | +18.5% | +1.5% | +17.0% | +18.2% |
| 3M | -4.1% | +14.2% | -18.3% | -6.1% |
| 6M | -20.3% | +97.4% | -117.7% | -29.1% |
| YTD | +15.5% | +37.3% | -21.8% | +8.8% |
| 1Y | -5.0% | +36.8% | -41.7% | -10.5% |
| 3Y | +191.6% | -15.2% | +206.9% | +189.9% |
| All | +230.2% | -36.4% | +266.7% | +290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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