+244.4%
NXT vs COMP
+139.1%
+105.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.7% | -5.4% | +3.4% |
| 7D | +32.2% | +13.4% | +18.8% | +29.5% |
| 30D | +21.9% | +11.1% | +10.8% | +19.5% |
| 3M | +6.6% | -18.8% | +25.4% | +10.1% |
| 6M | -16.8% | +10.5% | -27.3% | -18.7% |
| YTD | +20.4% | -3.4% | +23.8% | +18.2% |
| 1Y | -1.5% | +19.7% | -21.2% | -6.9% |
| 3Y | +182.4% | +381.6% | -199.2% | +105.3% |
| All | +244.4% | +139.1% | +105.3% | +157.1% |
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