+177.4%
NXT vs BR
+26.1%
+151.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.2% |
| 7D | -1.1% | -5.3% | +4.2% | -1.0% |
| 30D | -15.3% | +6.4% | -21.8% | -15.5% |
| 3M | -43.8% | +13.6% | -57.4% | -43.8% |
| 6M | -18.7% | -6.7% | -12.0% | -16.1% |
| YTD | -3.0% | -21.1% | +18.1% | +5.0% |
| 1Y | +22.7% | -29.6% | +52.3% | +38.7% |
| 3Y | +95.9% | -2.4% | +98.3% | +75.9% |
| All | +177.4% | +26.1% | +151.3% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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