-20.3%
NXT vs EAT
+43.6%
-63.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.7% |
| 7D | -5.7% | -8.9% | +3.2% | -5.7% |
| 30D | +18.5% | +3.4% | +15.1% | +19.2% |
| 3M | -4.1% | -9.3% | +5.2% | -5.0% |
| 6M | -20.3% | +43.8% | -64.1% | -18.1% |
| All | -20.3% | +43.6% | -63.9% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling