+7.9%
NXT vs ED
+24.8%
-16.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +2.3% |
| 7D | -9.4% | +2.1% | -11.5% | -8.4% |
| 30D | +15.1% | +10.4% | +4.7% | +22.3% |
| 3M | -9.1% | +12.5% | -21.7% | -2.7% |
| 6M | -30.3% | +14.9% | -45.2% | -24.1% |
| YTD | +9.1% | +24.8% | -15.7% | +23.0% |
| 1Y | +7.9% | +23.8% | -16.0% | +21.2% |
| All | +7.9% | +24.8% | -16.9% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling