+172.1%
NXT vs DGX
+71.4%
+100.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +2.1% |
| 7D | -1.9% | -0.9% | -1.0% | -2.0% |
| 30D | -20.0% | -1.2% | -18.9% | -20.1% |
| 3M | -30.7% | +15.8% | -46.5% | -29.3% |
| 6M | -29.0% | +18.2% | -47.1% | -27.3% |
| YTD | -4.8% | +37.2% | -42.0% | -2.1% |
| 1Y | +22.8% | +30.4% | -7.6% | +26.4% |
| 3Y | +93.9% | +96.7% | -2.8% | +97.2% |
| All | +172.1% | +71.4% | +100.7% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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