+170.4%
NXT vs EAT
+421.5%
-251.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.8% |
| 7D | -0.2% | -6.8% | +6.6% | +1.5% |
| 30D | -20.0% | -5.4% | -14.6% | -19.2% |
| 3M | -30.9% | +42.8% | -73.7% | -38.1% |
| 6M | -23.8% | +56.5% | -80.3% | -34.3% |
| YTD | -5.4% | +50.0% | -55.5% | -17.3% |
| 1Y | +28.0% | +38.3% | -10.2% | +14.6% |
| 3Y | +93.3% | +591.6% | -498.3% | -9.4% |
| All | +170.4% | +421.5% | -251.0% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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