+177.4%
NXT vs CHD
+23.2%
+154.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.1% | -2.7% | +1.6% | -1.5% |
| 30D | -15.3% | -4.6% | -10.7% | -15.9% |
| 3M | -43.8% | +5.0% | -48.8% | -43.3% |
| 6M | -18.7% | -3.2% | -15.4% | -18.6% |
| YTD | -3.0% | +18.6% | -21.6% | -1.1% |
| 1Y | +22.7% | +4.8% | +17.9% | +24.7% |
| 3Y | +95.9% | +6.1% | +89.8% | +94.1% |
| All | +177.4% | +23.2% | +154.2% | +156.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling