+177.4%
NXT vs ELF
+51.0%
+126.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.8% |
| 7D | -1.1% | +5.4% | -6.5% | -2.1% |
| 30D | -15.3% | +27.0% | -42.3% | -19.0% |
| 3M | -43.8% | +113.2% | -157.0% | -51.0% |
| 6M | -18.7% | +36.6% | -55.2% | -23.8% |
| YTD | -3.0% | +44.2% | -47.2% | -10.5% |
| 1Y | +22.7% | -18.0% | +40.7% | +22.5% |
| 3Y | +95.9% | -19.9% | +115.9% | +81.0% |
| All | +177.4% | +51.0% | +126.4% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling