+177.4%
NXT vs EMB
+30.0%
+147.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -15.3% | -0.3% | -15.0% | -14.7% |
| 3M | -43.8% | -0.4% | -43.4% | -42.9% |
| 6M | -18.7% | +0.1% | -18.8% | -17.9% |
| YTD | -3.0% | +1.6% | -4.6% | -4.7% |
| 1Y | +22.7% | +5.6% | +17.1% | +12.5% |
| 3Y | +95.9% | +29.8% | +66.1% | +28.7% |
| All | +177.4% | +30.0% | +147.4% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling