+170.4%
NXT vs EMB
+29.6%
+140.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.2% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -20.0% | -0.3% | -19.7% | -19.4% |
| 3M | -30.9% | -0.3% | -30.7% | -30.1% |
| 6M | -23.8% | +0.7% | -24.6% | -24.0% |
| YTD | -5.4% | +1.3% | -6.7% | -6.4% |
| 1Y | +28.0% | +4.7% | +23.4% | +19.3% |
| 3Y | +93.3% | +30.1% | +63.2% | +27.5% |
| All | +170.4% | +29.6% | +140.8% | +73.3% |
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