+177.4%
NXT vs EFX
-13.1%
+190.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.6% | +2.1% |
| 7D | -1.1% | -8.6% | +7.5% | +0.2% |
| 30D | -15.3% | +0.1% | -15.4% | -15.5% |
| 3M | -43.8% | +3.8% | -47.6% | -44.5% |
| 6M | -18.7% | -13.5% | -5.1% | -16.4% |
| YTD | -3.0% | -17.7% | +14.7% | +0.4% |
| 1Y | +22.7% | -25.6% | +48.3% | +30.7% |
| 3Y | +95.9% | -12.1% | +108.0% | +72.0% |
| All | +177.4% | -13.1% | +190.5% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling