+170.4%
NXT vs DVA
+118.4%
+52.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -3.8% |
| 7D | -0.2% | +2.0% | -2.2% | -0.5% |
| 30D | -20.0% | -0.4% | -19.6% | -20.0% |
| 3M | -30.9% | -7.7% | -23.3% | -30.9% |
| 6M | -23.8% | +20.0% | -43.8% | -27.2% |
| YTD | -5.4% | +61.1% | -66.5% | -14.7% |
| 1Y | +28.0% | +33.9% | -5.8% | +19.1% |
| 3Y | +93.3% | +91.5% | +1.8% | +61.8% |
| All | +170.4% | +118.4% | +52.0% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling