-30.3%
NXT vs EFV
+6.5%
-36.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +0.8% |
| 7D | -9.4% | +2.5% | -12.0% | -13.8% |
| 30D | +15.1% | +2.9% | +12.2% | +8.8% |
| 3M | -9.1% | -1.4% | -7.7% | -6.1% |
| 6M | -30.3% | +5.5% | -35.8% | -36.9% |
| All | -30.3% | +6.5% | -36.8% | -36.9% |
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