+244.4%
NXT vs ELF
+59.9%
+184.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.7% | -0.4% | +4.3% |
| 7D | +32.2% | +4.0% | +28.3% | +31.4% |
| 30D | +21.9% | +10.6% | +11.3% | +19.8% |
| 3M | +6.6% | +25.8% | -19.2% | +2.2% |
| 6M | -16.8% | +89.1% | -105.9% | -26.1% |
| YTD | +20.4% | +52.7% | -32.3% | +9.9% |
| 1Y | -1.5% | +51.7% | -53.3% | -10.1% |
| 3Y | +182.4% | +14.2% | +168.2% | +149.5% |
| All | +244.4% | +59.9% | +184.5% | +185.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling