+177.4%
NXT vs EL
-57.7%
+235.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +0.7% |
| 7D | -1.1% | +0.8% | -1.9% | -1.2% |
| 30D | -15.3% | +19.8% | -35.2% | -18.0% |
| 3M | -43.8% | +25.7% | -69.5% | -46.0% |
| 6M | -18.7% | +5.4% | -24.1% | -20.1% |
| YTD | -3.0% | +0.2% | -3.2% | -4.5% |
| 1Y | +22.7% | +20.4% | +2.3% | +17.3% |
| 3Y | +95.9% | -32.1% | +128.1% | +96.8% |
| All | +177.4% | -57.7% | +235.1% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling