+177.4%
NXT vs COMP
+160.4%
+17.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.1% | +1.4% | -2.5% | -1.3% |
| 30D | -15.3% | -13.3% | -2.0% | -13.3% |
| 3M | -43.8% | +41.1% | -84.9% | -47.0% |
| 6M | -18.7% | +17.2% | -35.8% | -21.9% |
| YTD | -3.0% | +5.2% | -8.2% | -6.0% |
| 1Y | +22.7% | +18.9% | +3.8% | +15.8% |
| 3Y | +95.9% | +215.9% | -120.0% | +47.0% |
| All | +177.4% | +160.4% | +17.0% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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