+244.4%
NXT vs COMP
+152.7%
+91.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -1.0% |
| 7D | +15.1% | +14.5% | +0.6% | +12.4% |
| 30D | +21.8% | +14.9% | +6.9% | +18.6% |
| 3M | +1.6% | -14.2% | +15.8% | +3.9% |
| 6M | -16.7% | +23.7% | -40.4% | -20.2% |
| YTD | +20.4% | +2.1% | +18.3% | +16.9% |
| 1Y | +0.2% | +26.2% | -26.0% | -6.2% |
| 3Y | +208.7% | +470.9% | -262.2% | +119.3% |
| All | +244.4% | +152.7% | +91.7% | +154.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling