+230.2%
NXT vs ELF
+63.1%
+167.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.7% | +4.3% | -10.0% | -6.4% |
| 30D | +18.5% | +7.7% | +10.8% | +17.0% |
| 3M | -4.1% | +24.7% | -28.8% | -7.9% |
| 6M | -20.3% | +114.6% | -135.0% | -30.7% |
| YTD | +15.5% | +55.8% | -40.3% | +5.0% |
| 1Y | -5.0% | +51.9% | -56.9% | -13.2% |
| 3Y | +191.6% | +24.6% | +167.1% | +153.7% |
| All | +230.2% | +63.1% | +167.1% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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