-25.3%
NXT vs EFV
+6.2%
-31.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -6.7% |
| 7D | -6.0% | +0.7% | -6.7% | -7.5% |
| 30D | +5.4% | +2.0% | +3.4% | +1.5% |
| 3M | -9.7% | -1.6% | -8.1% | -6.2% |
| 6M | -25.3% | +5.8% | -31.1% | -33.4% |
| All | -25.3% | +6.2% | -31.6% | -33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling