+212.0%
NXT vs ED
+49.6%
+162.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +2.0% |
| 7D | -9.4% | +2.1% | -11.5% | -8.7% |
| 30D | +15.1% | +10.4% | +4.7% | +19.5% |
| 3M | -9.1% | +12.5% | -21.7% | -5.1% |
| 6M | -30.3% | +14.9% | -45.2% | -26.4% |
| YTD | +9.1% | +24.8% | -15.7% | +18.2% |
| 1Y | +7.9% | +23.8% | -16.0% | +16.8% |
| 3Y | +176.5% | +51.6% | +124.8% | +197.5% |
| All | +212.0% | +49.6% | +162.4% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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