+22.5%
NXT vs ED
+14.2%
+8.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +2.0% |
| 7D | +2.9% | +0.5% | +2.3% | +3.4% |
| 30D | -17.2% | +1.1% | -18.3% | -16.4% |
| 3M | -32.0% | +4.6% | -36.6% | -29.0% |
| 6M | -15.8% | -2.0% | -13.8% | -16.3% |
| YTD | -1.9% | +11.7% | -13.6% | +13.0% |
| 1Y | +22.5% | +15.7% | +6.8% | +54.4% |
| All | +22.5% | +14.2% | +8.2% | +54.4% |
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