+170.4%
NXT vs ELF
+37.8%
+132.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -2.9% |
| 7D | -0.2% | -6.8% | +6.6% | +1.0% |
| 30D | -20.0% | +5.1% | -25.0% | -20.8% |
| 3M | -30.9% | +79.8% | -110.7% | -37.9% |
| 6M | -23.8% | +29.7% | -53.5% | -28.0% |
| YTD | -5.4% | +31.6% | -37.1% | -11.4% |
| 1Y | +28.0% | -27.9% | +56.0% | +30.7% |
| 3Y | +93.3% | -26.4% | +119.7% | +81.3% |
| All | +170.4% | +37.8% | +132.6% | +130.0% |
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