+208.7%
NXT vs ELF
+19.0%
+189.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.7% | -0.4% | +4.4% |
| 7D | +32.2% | +4.0% | +28.3% | +31.4% |
| 30D | +21.9% | +10.6% | +11.3% | +19.9% |
| 3M | +6.6% | +25.8% | -19.2% | +2.2% |
| 6M | -16.8% | +89.1% | -105.9% | -26.0% |
| YTD | +20.4% | +52.7% | -32.3% | +10.0% |
| 1Y | -1.5% | +51.7% | -53.3% | -10.0% |
| All | +208.7% | +19.0% | +189.8% | +142.5% |
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