+172.1%
NXT vs DVA
+116.6%
+55.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -1.9% | -1.3% | -0.6% | -1.8% |
| 30D | -20.0% | 0.0% | -20.1% | -20.1% |
| 3M | -30.7% | -10.9% | -19.8% | -30.4% |
| 6M | -29.0% | +17.3% | -46.2% | -31.9% |
| YTD | -4.8% | +59.8% | -64.6% | -14.1% |
| 1Y | +22.8% | +36.3% | -13.5% | +13.8% |
| 3Y | +93.9% | +88.6% | +5.3% | +62.6% |
| All | +172.1% | +116.6% | +55.5% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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