+170.4%
NXT vs EFV
+92.2%
+78.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -2.5% |
| 7D | -0.2% | -0.5% | +0.3% | +0.4% |
| 30D | -20.0% | 0.0% | -20.0% | -20.0% |
| 3M | -30.9% | +8.4% | -39.4% | -37.0% |
| 6M | -23.8% | +12.3% | -36.2% | -32.8% |
| YTD | -5.4% | +17.4% | -22.8% | -20.8% |
| 1Y | +28.0% | +27.1% | +0.9% | -1.9% |
| 3Y | +93.3% | +90.7% | +2.6% | -11.2% |
| All | +170.4% | +92.2% | +78.2% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling