+212.0%
NXT vs EMB
+26.6%
+185.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +2.0% |
| 7D | -9.4% | -0.9% | -8.5% | -7.4% |
| 30D | +15.1% | +0.4% | +14.8% | +14.7% |
| 3M | -9.1% | -3.1% | -6.0% | -2.0% |
| 6M | -30.3% | -2.1% | -28.3% | -25.9% |
| YTD | +9.1% | -1.1% | +10.2% | +14.3% |
| 1Y | +7.9% | -0.1% | +7.9% | +11.0% |
| 3Y | +176.5% | +29.6% | +146.9% | +90.5% |
| All | +212.0% | +26.6% | +185.4% | +111.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling