+170.4%
NXT vs EL
-59.8%
+230.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -3.1% |
| 7D | -0.2% | -2.4% | +2.1% | +0.2% |
| 30D | -20.0% | +13.7% | -33.6% | -21.8% |
| 3M | -30.9% | +14.5% | -45.4% | -32.6% |
| 6M | -23.8% | +7.4% | -31.2% | -25.4% |
| YTD | -5.4% | -4.7% | -0.7% | -6.1% |
| 1Y | +28.0% | +12.9% | +15.1% | +23.7% |
| 3Y | +93.3% | -32.2% | +125.5% | +93.9% |
| All | +170.4% | -59.8% | +230.2% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling