+177.4%
NXT vs EFV
+95.3%
+82.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.4% |
| 7D | -1.1% | +1.5% | -2.6% | -2.9% |
| 30D | -15.3% | +1.7% | -17.1% | -17.1% |
| 3M | -43.8% | +8.6% | -52.4% | -48.7% |
| 6M | -18.7% | +11.7% | -30.3% | -28.0% |
| YTD | -3.0% | +19.3% | -22.3% | -20.3% |
| 1Y | +22.7% | +30.2% | -7.5% | -8.5% |
| 3Y | +95.9% | +91.6% | +4.3% | -10.6% |
| All | +177.4% | +95.3% | +82.1% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling