+170.4%
NXT vs ED
+32.9%
+137.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.9% |
| 7D | -0.2% | -0.2% | -0.1% | -0.3% |
| 30D | -20.0% | +1.9% | -21.9% | -19.3% |
| 3M | -30.9% | +1.9% | -32.8% | -30.3% |
| 6M | -23.8% | -2.3% | -21.6% | -24.0% |
| YTD | -5.4% | +10.9% | -16.3% | -1.9% |
| 1Y | +28.0% | +14.5% | +13.5% | +34.5% |
| 3Y | +93.3% | +33.4% | +59.9% | +99.2% |
| All | +170.4% | +32.9% | +137.6% | +169.6% |
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