+100.5%
NXT vs ELF
-23.6%
+124.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +2.0% |
| 7D | +2.9% | -1.2% | +4.0% | +3.0% |
| 30D | -17.2% | +5.9% | -23.2% | -18.3% |
| 3M | -32.0% | +99.5% | -131.5% | -40.3% |
| 6M | -15.8% | +26.5% | -42.3% | -20.2% |
| YTD | -1.9% | +37.2% | -39.1% | -9.0% |
| 1Y | +22.5% | -24.4% | +46.9% | +24.1% |
| 3Y | +100.5% | -23.3% | +123.9% | +78.3% |
| All | +100.5% | -23.6% | +124.1% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling