+20.4%
NXT vs ELF
-31.2%
+51.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.6% |
| 7D | -2.6% | -10.8% | +8.3% | -0.9% |
| 30D | -22.4% | +0.8% | -23.2% | -22.7% |
| 3M | -27.3% | +64.8% | -92.1% | -32.9% |
| 6M | -28.5% | +19.0% | -47.4% | -30.5% |
| YTD | -6.6% | +25.9% | -32.5% | -10.9% |
| 1Y | +20.4% | -28.8% | +49.1% | +21.9% |
| All | +20.4% | -31.2% | +51.5% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling