+212.0%
NXT vs EFX
-7.7%
+219.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -9.4% | -0.8% | -8.6% | -9.3% |
| 30D | +15.1% | +25.1% | -10.0% | +11.2% |
| 3M | -9.1% | +1.7% | -10.8% | -9.5% |
| 6M | -30.3% | +18.4% | -48.7% | -33.0% |
| YTD | +9.1% | -12.5% | +21.6% | +11.8% |
| 1Y | +7.9% | -8.1% | +16.0% | +8.5% |
| 3Y | +176.5% | +4.8% | +171.7% | +125.7% |
| All | +212.0% | -7.7% | +219.6% | +163.9% |
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