+167.1%
NXT vs DBX
+46.1%
+121.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.6% | -1.4% |
| 7D | -2.6% | -1.8% | -0.8% | -2.4% |
| 30D | -22.4% | +2.8% | -25.3% | -22.7% |
| 3M | -27.3% | +26.8% | -54.1% | -29.7% |
| 6M | -28.5% | +32.8% | -61.2% | -31.6% |
| YTD | -6.6% | +26.1% | -32.7% | -9.8% |
| 1Y | +20.4% | +14.1% | +6.2% | +19.0% |
| 3Y | +90.9% | +25.7% | +65.2% | +73.7% |
| All | +167.1% | +46.1% | +121.0% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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