+230.2%
NXT vs COMP
+140.3%
+90.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.3% |
| 7D | -5.7% | +2.2% | -7.9% | -6.1% |
| 30D | +18.5% | +16.3% | +2.2% | +15.3% |
| 3M | -4.1% | -19.1% | +15.1% | -0.9% |
| 6M | -20.3% | +17.1% | -37.5% | -22.9% |
| YTD | +15.5% | -2.9% | +18.4% | +13.2% |
| 1Y | -5.0% | +8.8% | -13.8% | -8.7% |
| 3Y | +191.6% | +423.5% | -231.8% | +110.0% |
| All | +230.2% | +140.3% | +90.0% | +146.3% |
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