+230.2%
NXT vs DG
-35.3%
+265.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -5.7% | -3.0% | -2.8% | -5.4% |
| 30D | +18.5% | +8.6% | +9.9% | +17.5% |
| 3M | -4.1% | +15.0% | -19.1% | -5.4% |
| 6M | -20.3% | +32.7% | -53.0% | -23.0% |
| YTD | +15.5% | +5.5% | +10.0% | +14.5% |
| 1Y | -5.0% | +34.6% | -39.6% | -8.8% |
| 3Y | +191.6% | +24.2% | +167.4% | +179.3% |
| All | +230.2% | -35.3% | +265.5% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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