+172.1%
NXT vs AZO
+17.7%
+154.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -1.9% | -3.6% | +1.7% | -2.0% |
| 30D | -20.0% | -5.6% | -14.5% | -20.1% |
| 3M | -30.7% | -6.6% | -24.1% | -30.7% |
| 6M | -29.0% | -22.5% | -6.5% | -27.9% |
| YTD | -4.8% | -15.2% | +10.3% | -4.1% |
| 1Y | +22.8% | -33.9% | +56.7% | +26.1% |
| 3Y | +93.9% | +11.8% | +82.1% | +80.2% |
| All | +172.1% | +17.7% | +154.4% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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