+172.1%
NXT vs EFX
-17.0%
+189.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | -1.9% | -4.5% | +2.6% | -1.2% |
| 30D | -20.0% | -6.1% | -14.0% | -19.4% |
| 3M | -30.7% | +6.2% | -36.9% | -32.2% |
| 6M | -29.0% | -11.2% | -17.8% | -28.0% |
| YTD | -4.8% | -21.4% | +16.6% | -0.8% |
| 1Y | +22.8% | -34.3% | +57.1% | +36.5% |
| 3Y | +93.9% | -12.5% | +106.5% | +67.4% |
| All | +172.1% | -17.0% | +189.2% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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