+212.0%
NXT vs CHD
+41.7%
+170.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.7% |
| 7D | -9.4% | +3.6% | -13.1% | -9.0% |
| 30D | +15.1% | +10.4% | +4.7% | +16.8% |
| 3M | -9.1% | +12.2% | -21.3% | -7.5% |
| 6M | -30.3% | +19.9% | -50.2% | -28.2% |
| YTD | +9.1% | +36.4% | -27.3% | +13.6% |
| 1Y | +7.9% | +35.1% | -27.3% | +12.3% |
| 3Y | +176.5% | +29.2% | +147.3% | +180.1% |
| All | +212.0% | +41.7% | +170.3% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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