+167.1%
NXT vs EFV
+91.6%
+75.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -2.6% | -2.0% | -0.6% | -0.2% |
| 30D | -22.4% | -0.2% | -22.3% | -22.3% |
| 3M | -27.3% | +9.1% | -36.5% | -34.2% |
| 6M | -28.5% | +11.7% | -40.2% | -36.5% |
| YTD | -6.6% | +17.0% | -23.7% | -21.5% |
| 1Y | +20.4% | +26.7% | -6.4% | -7.4% |
| 3Y | +90.9% | +90.2% | +0.8% | -12.0% |
| All | +167.1% | +91.6% | +75.4% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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