+244.4%
NXT vs EMB
+27.2%
+217.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +32.2% | -0.1% | +32.3% | +32.7% |
| 30D | +21.9% | +1.3% | +20.6% | +18.7% |
| 3M | +6.6% | -2.2% | +8.8% | +12.4% |
| 6M | -16.8% | -2.3% | -14.4% | -11.4% |
| YTD | +20.4% | -0.6% | +21.1% | +24.5% |
| 1Y | -1.5% | +0.5% | -2.0% | -0.1% |
| 3Y | +182.4% | +29.4% | +153.0% | +93.2% |
| All | +244.4% | +27.2% | +217.2% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling