+6.9%
NXT vs EMB
+0.7%
+6.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.0% | +10.1% | +7.4% |
| 7D | +30.0% | +0.7% | +29.3% | +26.5% |
| 30D | +28.6% | +2.3% | +26.3% | +18.0% |
| 3M | +8.4% | -2.5% | +10.9% | +20.0% |
| 6M | -8.7% | -1.1% | -7.7% | -1.9% |
| YTD | +22.5% | -0.6% | +23.1% | +30.0% |
| 1Y | +6.9% | +0.6% | +6.3% | +8.8% |
| All | +6.9% | +0.7% | +6.2% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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