+180.5%
NXT vs CBOE
+138.1%
+42.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +0.7% |
| 7D | +2.9% | -4.6% | +7.5% | +1.7% |
| 30D | -17.2% | +2.6% | -19.9% | -16.5% |
| 3M | -32.0% | +4.9% | -36.9% | -30.9% |
| 6M | -15.8% | -2.2% | -13.6% | -13.9% |
| YTD | -1.9% | +17.7% | -19.6% | +3.7% |
| 1Y | +22.5% | +26.1% | -3.6% | +31.2% |
| 3Y | +100.5% | +97.1% | +3.4% | +129.2% |
| All | +180.5% | +138.1% | +42.4% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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