-3.0%
NXT vs COMP
+6.6%
-9.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.8% | -6.4% |
| 7D | -6.0% | +8.9% | -14.9% | -7.9% |
| 30D | +5.4% | +14.0% | -8.5% | +2.4% |
| 3M | -9.7% | -21.1% | +11.4% | -5.9% |
| 6M | -25.3% | +20.1% | -45.4% | -27.4% |
| YTD | +7.5% | -5.0% | +12.5% | +2.4% |
| 1Y | -3.0% | +5.7% | -8.7% | -7.6% |
| All | -3.0% | +6.6% | -9.6% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling